Your instincts are right on - I recommend getting as close to the people who do what you ultimately want to do as you possibly can. I couldn't find a writer's assistant job or a development job, so I ended up at an agency. But I interact with high-level writer clients as well as assistants all across the industry, so I know it's worth it.
I feel like assistant jobs are kind of your only option. Keep in mind this includes on-set PAs, office PAs, agency assistants, studio assistants, production company assistants, management company assistants, etc. Within these, you probably want to be in development, production, current, lit, or directly working for a show (or movie) if you want to learn about and make connections in the creative world. Maybe acquisitions if you're interested in that.
I could be wrong, but I feel like if you were to get a job in finance, even within Hollywood, you'd still have to start at the bottom. Generally It's too specialized of an industry for outsiders to jump in on a high level. And if you have to start at the bottom anyway, you might as well try to start at the bottom in the department you want, in the company you want. Feel free to comment if you have other experience. But even if you were able to skip the assistant route, I think you might be right about being outside the system. Generally if you have creative aspirations - be it writer, studio exec, producer, etc. - you need to find an assistant gig in a department that will connect you with people who do these things. If you're in accounting or HR of biz affairs, it's not going to do much good. Even if you were an exec in another department, you certainly wouldn't be able to jump over and be an executive having creative meetings with writers and producers and such.
I would say a desk in a non-creative department might be worth it if you're at a very small company where you'll definitely interact with people in the right departments, or it seems like you might be able to jump desks. Also, I know that sometimes finding ANY job in this town can be really difficult. People - often well-connected, brilliant, qualified people - come here in droves. If you have no connections, it's going to be tough. (This is one of the reasons I recommend interning; it doesn't take any connections to get an internship, and you will certainly MAKE connections at said internship.) But if you're not coming to LA until after college, I understand that you won't be able to simply work for free. I don't know if I'd be willing to do the intern-and-waiting tables thing with a degree under my belt (though I know people who have). You might get really desperate for a job. I get it. I worked in reality for a while, and I knew it would do NOTHING for my career, but I needed to eat. Being an accounting assistant in Hollywood is better than answering phones at a doctor's office or something. And answering phones at a doctor's office is better than making lattes at the Coffee Bean, because at least you're getting part of the skill set you could put on a resume to make you more marketable for a Hollywood assistant job.
If at all possible, save some money so that you can take time and find a job that's a good opportunity and fit for you. Or, plan to do some kind of temporary job (like working as an extra through Central Casting) while you find your full-time gig. I know I've posted before about questions you should ask yourself when job shopping: Will you be learning about your craft or the industry? Will your boss(es) be willing to be mentors and/or help you get your next job? Will you have time to write? Will you be able to network? Will you be happy (enough)?
Few people only have one assistant job before moving into the job they really want. This is actually a Hollywood truth in general: success may not happen with your first agent, or your first desk, or your first script, or your first anything. Be prepared for the long haul.