Welcome to Fluther.
For jobs that don’t by their very nature require an internship, such as an MD, for example, I think that the value of an internship is greatly overrated. For law firms there may be more value, since “law” (at least from jurisdiction to jurisdiction) is practiced more or less the same in wide geographic / political areas.
As far as “general business”, though, having an internship at Company X might get you in the door easier at Company X, but I don’t think that Companies Y or Z are going to care 2ยข for your internship there, even if you’re in the same industry. (In fact, it might weigh against you; they’d wonder, “Why isn’t she working for them now?) And you certainly can’t afford to do internships at every place you might apply.