For rank advancement, etc, there is no difference.
I don't know how Army and Navy do their assignment process, but for AF, the academy generally gets a certain number of slots for each career field. USAFA generally gets about 40% of the total AF pilot slots, although it graduates less than 40% of the AD AF officers. So, for certain jobs, academies might get greater or lesser percentages than ROTC or OTS/OCS.
Obviously, the experience between and academy, ROTC, and OTS/OCS is going to vary pretty substantially. Academy grads usually have a half-way decent grasp on how their service tends to work for day-to-day stuff. Also, they are highly likely to know people at whatever place they are stationed. For example, I can easily call up a friend who works in Finance and ping a question off them. ROTC detachments (on average) are quite a bit smaller, so it is less likely you will know people already when you get to your 1st assignment. Depending on how good a networker you are, and what you need to get done, that can be a nice thing to have.