Whilst participating in a formal mentoring program such as those run by ANZIIF or NIBA can be very beneficial, informal mentoring can also be very effective and you should not overlook any informal mentors that you may have available in your personal and professional life. This can especially include people with whom you have previously worked under and developed trust and rapport.
It is useful to have a number of mentors in your professional and personal life to provide various perspectives on career issues or on new opportunities that may arise. Remember that mentoring is a unique type of relationship; it does not necessarily need to be labelled as such, to make it an actual mentoring relationship.
Formal industry mentoring programs can provide you with an understanding of how the mentor/mentee relationship works so that you can apply to other mentors you have/will have throughout your life, but then again, so can our tips on this website as to what to look for in a mentor and some mentoring Dos and Don'ts.