Hello jobister. Sorry. I don't read my questions with any regularity!
I got my start in copywriting working in advertising agencies.
It's also a good idea to take some marketing classes so you understand how copy fits into the whole.
Persuasive writing classes, advertising writing classes, etc. are also good training.
Also be a student of the craft. By this I mean, mentally (or on paper) critique what you see on TV and read in magazines, newspapers and online. Somebody is writing all those headlines and copy!
I personally "cross-trained" in Public Relations, which I think is a good way to go, since sooo much of the writing online is article writing.
Good luck toyou and let me know if you have additional questions. MM