Check out pilots4rent.com. They have a lot of contract flying info.
What you read there will scare the crap outta you. If you still want to do it, go for it.
Bottom line is: there is little opportunity for those who buy a type with zero time and no corporate/charter experience. Jobs are most often word of mouth. Once you work for someone, it can open the floodgates, though. Trying to double-dip and still fly for the airlines would be REALLY tough, IMO.
I'd suggest bailing on the regional, find a corporate or charter job and get something to put on your resume.
Making a living on the Lear or Citation seems doable. On a Hawker (a real Hawker, not a renamed Beechjet) it seems to be a little easier. On the long-range/big cabin types, you can make some big bucks but you need time in type and you might have to go out of the U.S. for several weeks at a time. There are even a lot of 30-day contracts overseas.
Check out that website. TC