I would like to retrieve the gene structure of as many genes as possible for a specific group of organisms. None of the species of interest have their genome sequenced,
After sequencing the genome you can use a GENE PREDICTION TOOL, like Augustus (http://augustus.gobics.de/). If there is a closely related specie which genome were sequenced you can try to align it using BLAT, or other alignment tool, and retrieve the structure of the homolog genes.
Use Augustus (http://bioinf.uni-greifswald.de/augustus/submission/) for closely related species (run it for several to be on the safe side). From the Augustus output it will be easy to extract the introns/exons with a simple script, because all the coordinates are reported; besides, you get the cDNA and the predicted proteins. I don't think you will need any Blasting after that.