"Wing Flying" (using air resistance on wings to gain altitude) is not a particularly efficient way to gain altitude. We do it for human transportation because the altitudes we are talking about are negligible when compared to the lateral distance we want to cover. We might fly to 10,000 feet when covering 200 miles, for example, and possibly as much as 50,000 feet to cover a thousand miles. Using wings for lift are really only practical because flights are largely about covering horizontal distance, and the wings are really about covering horizontal distance as efficiently as possible. Not to mention wings are a really cheap and handy way to control descent so the aircraft can be reused (one would hope).
But any sort of rocket is going to need to go UP over 200 miles to develop any sort of orbit. The Space Shuttle is in "Low Orbit" which is around 200-350 miles. 250 miles equates to 1,320,000 feet. Even a transcontinental flight on an airplane never reaches a significant percentage of that altitude.
To get up to escape velocity, the most efficient way up is the one in which you encounter the least atmosphere and resistance. In other words, pretty much "straight up" for as long as you can with as few drag-inducing bits sticking out of the unit as possible. When you reach an altitude were wind resistance is not an issue, you can start adjusting your horizontal speed for an orbital entry.
But you don't want to waste a lot of time noodling around in low atmosphere because you'd burn up all of your fuel in aerodynamic drag, and you'd never have enough fuel to reach escape velocity.
1 Dog Pound = 16 oz. of Alpo