I saw the "headline" of the thread and had to respond.
I am a former police officer in New Mexico and Texas. I've been a federal prosecutor since 1987. I have investigated and prosecuted cases with agents from the Federal Bureau of Investigation (FBI); the Drug Enforcement Administration (DEA); the Bureau of Alcohol, Tobacco, Firearms, and Explosives (ATF); the Secret Service; Homeland Security Investigations (HSI, formerly Immigration and Customs Enforcement, Office of Investigations, which subsumed the Customs Service, Office of Investigations); Internal Revenue Service's Criminal Investigations Division (IRS/CI); the Bureau of Diplomatic Security (DS); the Fish and Wildlife Service; the National Marine Fisheries Service; a variety of Office of Inspector General agencies; the Postal Inspection Service; and others. The posters above me have it pretty much on target. You'll get taught how to use a gun (each agency does it a bit differently), and their idea of how to write reports, what are the offenses they principally investigate, etc. In other words, what you need to know to get started - most of it you'll learn by doing. I've worked with an FBI agent who had a PhD in aeronautical engineering from the Massachusetts Institute of Technology, and, to be charitable, agents who didn't. The skills one needs to be effective as an undercover officer are different from the skills one needs to be an effective case agent managing a multi defendant multi count indictment spanning criminal conduct over many states and years. The skills one needs to be an effective agent on a tactical response team are different than the skills one needs to be a good group supervisor, or a second or third level supervisor. I agree with the other posters, knowing how to look at ledgers and such is important - that is what makes the IRC/CI agents so valuable. While the fun part of law enforcement gets the major focus, knowing how to assemble, process, and review documentary evidence in such a way that it can be used in Court - now that is priceless to a prosecutor. Local law enforcement is, in general, more episodic in nature - did "X" drive drunk, steal "Y" item on "Z" date; shoot "A" on the date in question, etc. When done at its highest level federal law enforcement tends to focus more on organizations and longer term more criminally sophisticated targets. Again, that is in "in general" and one can point to exceptions on the state and local side, and on the federal side; after all FBI and ATF agents are often involved in violent crime initiatives, the FBI is responsible for felony cases arising from many components of Indian Country, etc. Understand as well that federal civilian hiring is hit or miss and tends to be feast (they are hiring a lot) and famine (years go by with no hires). One work around, if federal enforcement is what you want to do and the FBI, or others aren't hiring, start with the Border Patrol and wait until your agency of preference is hiring. Good luck.