If you want to start as a clinical coordinator, though, you don't even need a nursing degree (I started out as a coordinator and THEN went for the degree). Not every Pharm. requires a bachelor's degree, either; one of my friends is an LPN and got her Big Girl Job in San Diego with a Pharm firm 2 years ago (combination of personality and experience!).
The only research training anyone I know has paid for has been the training to pass the certification exams. I have not been certified, although I think I'll want to do that eventually.
What research nursing takes is obsessive organizational skills. We refer to this as "She who has the most paper wins".
You should also be able to work without supervision. It helps if your writing skills are a little better than average.
You also have to keep your MDs or DOs in line because they probably won't remember the protocol and may want to dump what little work they do on you

. We have a number of free standing clinics here in OKC that do research as well as the University groups.
Freestanding research doesn't have as much ethical oversight as I would wish, and I could tell you some horror stories. They are not all bad, but their main purpose is research for profit. Period.
At some Universities, the MDs who do the research don't get paid to do it (not true of my current, but true of my former). They do it to get the funds to fund their own research and grant writers.