The critical care internship program I have been involved with was at Plaza. They have a very good CNS who run the internship and follows the trainees through their classroom work and later their unit preceptorships. They rotate through the 4 critical care units and at the end they pick which unit they would like to work.
In my experience it is a good program and the nurses who went through it enjoyed it and did well. A friend of mine just transfered to CVICU at Plaza and is enjoying it, learning a lot.
I have worked this area for over 20 yrs and I would not recommend trying to move into ICU as a new grad without a strong dedicated internship program such as the large hospitals offer here. Baylor and Harris has great programs too...and I've heard good things about them, i just don't know personally.
There were no internships when I learned ICU (back in the stone age) and did learn OJT...but I wouldn't recommend it today. The internships are a much better way to learn, and you have a dedicated program in place to assist you. Good luck!