I think the ALP needs to hurry up and call a general election to get Gillard out of office. There's going to be no federal bench of candidates for office if the party keeps losing in bloodbaths in state elections.
The notion of candidates for federal office beginning by holding state office is a very American thing. While the situation in Australia isn't quite like Canada (where moving from provincial to federal office is very rare), it's not particularly common for MPs to have served in state parliaments beforehand.