I'm actually in this situation right now. I have worked in finance for about four years and decided that it was eating me up. I have always loved cooking and have been told by my friends that I should open up a restaurant before I die (I'm only 27, so I've got some time).
So, just before x-mas, I decided that I needed to figure out if the restaurant business is the right place for me. I decided to seek out an internship/apprenticeship in the evening so that I could stop talking the talk and start walking the walk.
I started by making a list of restaurants in my local area that serve the type of food that I would be most interested in and I did a lot of research on these restaurants. Who were the chefs? How long have the restaurants been around? What kind of food did they serve? What kind of reputation did they have? Did the chef go to culinary school? Do the chefs have any sort fo reputuation?
From there, I did cold e-mailing and cold calling. Eventually, I got to sit down with the chef de cuisine at Chez Henri (here in Cambridge, MA). We sat down and I told him that I was looking for an internship of some sort, so I can get some kitchen experience before deciding on culinary school. He told me that he couldn't really offer me a job, which is when I said the magic words, "I'm not looking for money at this point in time." Which is when he said, "Well, you can come an hang out in the kitchen if you want..." And thus began my two to three day a week internship, which has had me working garde manger most nights, working with the pasrty chef on weekends, and going to benefits and special events with the executive chef occasionally. Aand I've only been doing this for about two to three months. t's the most amazing thing that I have ever done.
So, the only thing that you have to do is figure out who is willing to help you, make sure you're willing to give up chunks of your free time and energy, and be willing to not get paid. Don't be afraid to take nights at different restaurants too. Once you get into one restaurant, it's pretty easy to get into more as long as you prove yourself to a personable person and a hard worker. The cook scene is highly incestuous. People have connections, and networking is easy.
If you have any questions, feel free to shoot me a message. I'd be happy to share any of my meager experience in the field thus far.