The only problem with "volunteering" is that there's normally not a "senior" to work with to learn things from. The problem with "internships" is that they normally don't take the time to teach you and not everyone in the business is actually good at it (teaching or SQLServer). I don't mean that to sound mean but it's a cold, hard fact with proof in these and other forums.

If you want some real life problems to work on, buy yourself a copy of SQLServer Developer Edition (normally somewhere between $45 and $60 USD including shipping depending on where you buy it) which is identical to the SQLServer Entrprise Edition but with special licensing and you don't need to install it on a Windows Server. Then, start answering questions on these forums. You don't necessarily have to post answers at first. You'll find out who the "heavy hitters" are and the things that you'll learn from them will be absolutely remarkable. Also read the articles and the discussions that follow. There is frequently more and sometimes better information available in the discussions on the "Join the Discussion" link of articles. And, if someone posts a link to something else, take the time to at least look at it.

Not everything that you'll find on these or other forums is the right way to do things and that's why it's important to learn to recognize the "heavy hitters'. They're normally the ones that either ask for or create readily consumable test data and post documented code along with explanations.

If you need to ask a question on how to do something, don't be afraid. Just do it right so you can get the best help possible. See how to post code and performance problem questions by taking some time to study the two links I have in my signature line below under "Helpful Links".

As for SQL Saturday's, I have just one word... GO. And don't let the rating of a session scare you away. If something sounds interesting and even if it's labeled as "Advanced", just go. Even if it's over your head, you'll start to learn terminology and techniques and methods that you should study to become an SQLServer "Ninja". And always have an alternate session picked out. None of the people doing the presentations will be offended by you walking out if the session doesn't turn out to be what you thought and none of them will ever be offended by a late arrival at the alternate session.