Kimberly,
I can recommend David Garfinkle's course. Simple, clear, easy to understand and to implement. Worth the $$. It's Direct Response oriented, but you can apply almost everything to every other form of copywriting. And David is a great teacher. More about David on his blog here:
www.world-copywriting-institute.com/blog
Lewinski is a screenwriter, and for the direction you want to go in, it may be worth your $65. I suspect his course is more about how to tell a persuasive story, rather than copywriting, per se. Story-telling is a great skill to have and he may be worth your time. He has four books out. You might want to check them out first.
Also, since you want to go into more traditional advertising (a VERY hard nut to crack, BTW), you do want to apply for an agency job (for which you will be paid less than crap). You will need portfolio samples, so try teaming up with a graphics student who wants to go into advertising and who also needs portfolio samples.
Try to put together some strong samples for "boring" products, like insurance, or car dealerships. Everybody does samples of sexy stuff like brand name liquor or cars, and the fact is, you won't get to work on those kinds of accounts until you've done time in the trenches. You'll be working on the "bread-and-butter" accounts first. If your samples can make insurance sexy, you'll get to the good stuff much faster. Be warned: most agency advertising is crap and a waste of the client's money.
Check out this site:
www.adcracker.com for some info that you will probably find helpful.
More reading suggestions: Confessions of an Advertising Man by Oglivy, Tested Advertising Methods by John Caples, Hey, Whipple - Squeeze This! by Luke Sullivan, and Why We Buy by Paco Underhill.
And stock up on Ramen noodles. It will probably be a long haul.