Regardless of the job you choose, there will always be an element of training involved:
Specific, intensive courses offered by private organisations
The various options require you to invest varying amounts of your time and money. Whatever investment you make will usually be worth it as long as you stick with the job in the long term. Otherwise your will have lost valuable time and money that could have been better directed elsewhere.
How do you choose the right course?
You cannot choose the right course before you decide upon the end objective which is the job or career that you want. This will determine the course of training that you undertake. In the case of students, the choice of course will help with selection of elective subjects.
I don't really want to go to university
Although tertiary qualifications are expected for many jobs these days, there are occupations that do not require this sort of training. There is a variety of trade apprenticeships for people who are more technically oriented and less academically inclined. A trade can be very satisfying and well paid.
It is unfortunate that many people make the wrong choices. We see people who have finished a degree but do not wish to work in the field for which they are now qualified. They have a HECS debt of tens of thousands of dollars but no means to pay it back.
A small investment in a vocational assessment before choosing a study course can yield enormous savings in the long run.