You don't have to go back to school to work as a stage manager so cross that worry off your list right now. It might take a little more manuvering to get "in" but it's possible. It sounds like you are willing to start at the bottom which is good. What I want from an intern/PA/ASM is someone who is smart, hardworking, eager to learn and pro-active. It sounds like the people at the sports entertainment job you were doing might provide an excellent reference, since you moved to real/paying position so quickly. And somehow I imagine that in that job you had to deal with some kind of "talent" be they athletes or sports reporters etc, which is probably much like dealing with actors. The key is to focus on your skill sets and sell those and how they would transfer to the theatre world.
If you are willing to work as an intern for no pay, most regional theatres would be happy to have you! Then you've got your foot in the door.
If they don't have stage management positions available, ask if they have positions on the crew - it will still give you an opportunity to see it close up and the whole foot-in-door thing.
