I had looked at going that direction. That was my main choice until a vision issue kept me from passing the DOD physical.
They have a summer program in which I participated - the Academy Introduction Mission (AIM). It gives a great idea of what cadet life is like, and was an eye opener for me. It is for students going into their senior year of high school, and I believe a candidate must be nominated by their local coast guard station.
United States Coast Guard Academy
It seemed like a great institution when I was looking at it. great academics, and upon graduation, you are an officer in the Coast Guard.