To clarify about NASS . . . (and this applies only to the USNA program; I can't say the other SAs take the same approach) . . .
It is first and foremost a recruiting tool. Thus, the "most qualified" applicants to NASS aren't always accepted. For example, a well qualified candidate from North Dakota might well get the nod over a "better" qualified applicants from areas and schools that typically send a lot of mids to USNA. The theory is that the ND person will go back to his/her school and community and talk up USNA to people who may not know much about it and that will hopefully boost applications from these "underrepresented" states, districts, and schools.
Second, being accepted to NASS is a "big deal" for those who are accepted and very discouraging for those who aren't. However, in line with the above, not being accepted to NASS doesn't necessarily say anything about your chances to get into USNA. This year, I have a candidate with 800/800 SATs who did NOT get into NASS. That candidate got an LOA and now has an appointment to USNA. Conversely, the fact you are accepted to NASS doesn't mean you are a shoo-in for USNA.
MOC nominating committees understand that many very well qualified candidates don't get into NASS so not having this experience won't hurt you in obtaining a nom. Also, some students can't attend USNA due to school, sports, finances or other issues. Not attending NASS is NOT a negative in the application process. Attending and doing well can be a slight positive but only very slight and is equivalent to many other things over which you have control (e.g., team captain, club president, great class rank, etc.).
If you are accepted to NASS, you should go. It may well help you decide if it is for you. If you do attend, make sure to do your best in all aspects and be sure you're in shape when you go.