If you want to work as an RN for a while, I would highly recommend going for either an associate's degree, or, if you have an affordable option in your area, an ABSN.
I know that coming from your background you may view having an MSN as a bigger plus than it really is in nursing (NP MSNs aside). Coming from a similar background as yours, I thought the same. But in nursing, it is more about the license than it is about the number of years you spent on your education. In many places, an RN with an ADN will earn exactly the same salary as an RN with an MSN. I know that's tough to picture coming from a business background.
Once you get an RN, increasing your education to a BSN or MSN can be done online (again, excepting NP, which can be done mostly online save clinicals), and you can finish a BSN very quickly once you have your RN. I would recommend taking the least expensive route to the RN, then evaluate from there what you need for where you want to work. In some areas, hospitals will require a BSN, but a BSN versus a non-NP MSN will not make much (if any) difference in your salary or ability to get a job.