I agree it does depend...so choose wisely.
In NC, the MOCs only gave to one SA, thus if you reakky only want the USMA, it is best to rank USMA as number 1. There are many people on here who will tell you they wanted one SA and got another. Our DS only wanted AFA, he ended up with 4 noms all to the AFA. Our friends son(CO) really wanted the USNA, but he put the AFA down and got the AFA...luckily for him the appointee to USNA wanted AFA and with the MOC blessing they switched and both now are at the SAs they wanted. The more competitive the state the trickier the process will become...i.e. NY MOCS are known to "talk" to each other and only hand out 1 nom between the three, thus it goes back to choosing wisely. VA and MD are also very competitive. Getting the nom is great, but it will stink if you only put that SA down thinking "well I really want this SA, but if they give me that, than I guess that will be okay too". Remember it is at least 9 yrs of your life (4 for school and 5 for committment) That is a long time to be ambivalent about your service