1. "Delta" connection academy is no longer owned by DAL, and either already has or will soon lose all affiliation with DAL. Also I'm not sure that any of their affiliate airlines are even hiring right now.
2. The "Glossy Brochure" flight academies tend to charge waaaay to much for what you get. In general I would avoid them all unless you have a very good reason otherwise (like VA benefits).
3. The most economical scheme for flight training is usually to find a smaller part 61 school near your home. Keep your job, live at home, and train part to get all of your ratings. Once you have the instructor ratings you can teach part time (keep the day job) until the industry is ready to accept you. Otherwise you risk being an entry-level pilot in a bad economy (also known as a "McDonalds Crewperson")
4. Do you have a 4-year college degree? If not, do not even consider an aviation career until you have a plan to get one.
5. Have you done any flying? if not, go get a PPL at your local airport. Then fly around, enjoy aviation, and talk to other pilots. Maybe get an instrument rating. Only then should you consider an aviation career.