I love it when people answer this type of question with "join the military". As if it is just as simple as that. Joining the military would probably be the most difficult path, so Private flight school or a university program might be your best bet. Military and Airlines both require a 4 year degree, so be prepared to go to college either way.
The first step is to read any of the previous 100 billion posts in this section where someone else asked the exact same question. Step 2 is to ignore any of those responses, the post the question again yourself. Step 3 is to ignore the advice of anyone on this site who actually gives you advice, because the only ones that actually give advice are the least qualified. Like the guy above that told you to join the military. Thats the absolute worst thing you can do nowadays. Just go learn to fly at the airport. If you wanna be a truck driver, you need a truck driving license. If you wanna be a veterinarian, you need a veterinarian license. If you wanna be a pilot, you need a pilot's license. Sorry to sound condescending, but it really isnt rocket science.
Find a good University that offers a Professional Aviation program or Aviation program. Usually you can get a four year degree in aviation and up to you your CFI/CFII/MEI by the time you graduate. Lots of times these Universities have airlines that come to them to recruit, since the demand is so high.
marry the chief pilot's daughter.
The cheapest way, is the military, but it comes with a number of problems of becoming a pilot. One you may not qualify or unable to achieve a pilot slot. If you do get a slot what kind of aircraft you fly, and the hours you build. Also in the USAF you have a 10 year commitment if you are active duty. Going through other avenues like the guard or reserve but they like to give their current guardsman and reservists (who are commisioned), first shot at the Undergraduate Training Program.
Like the other said their are a number of schools like ATP (which get you your ratings) or even colleges like Embry Riddle or University of North Dakota. That offer degrees along with the ratings.
Third is your local FBO (The General Aviation Airport usually). They usually are much cheaper to go through, and save you big money, if you are willing to go slower or if you are willing to drop a large amount of cash to get it down quickly.
Other then the military I would recommend the FBO, because schools like ATP costs upward of $50,000 and above. FBO's can save you quite a bit and also I have heard the instructors at FBO are better then at say ATP because they can take their time with you instead of rushing students through the door.
The BEST step is to join the military. But you know the problems with that.
The SECOND best step is to go to commercial aviation school. They are mostly in Florida and Arizon (and the sunny good weather states).