Moving Up To Jets
The advice in the previous posts is right on. You need to move up from a trainer to a low wing to a fast prop plane with a high wing loading and at least retracts, then to a DF plane, and then on to a turbine. That is how I did it and how most of the pilots I know did it.
You can skip the DF stage if you have the skills, but consider the cost of crashing a turbine plane vs a DF plane. Instead of being out at least $4000, you only lose a fraction of that. You should be able to pick up a ratty Maverick or similar for much less than any turbine plane. If you wreck the Maverick at least you are not out too much money. So I would advise that you get some DF time before turbine time. It will also make it a lot easier to get your waiver.