Current cadet, former NROTC Marine Option at a top engineering school. Either is a good option. Both show that you're determined to do something greater with your life. If you go ROTC, you can, of course, seek readmission as I did, and if all else fails you can apply for a spot in Direct Commision Officer school, meaning you'd come here to the Academy for a 4- or 5-week course instead of commissioning into whichever ROTC branch you did, but that requires both acceptance by the CG and a release from the other branch which is in no way guaranteed. My two cents, then, would be very wary of taking an NROTC scholarship if you have no interest in serving in the Navy, because you could well end up there. That said, you do have one (maybe two?) year before repayment kicks in. Don't go in with the idea that you won't serve in the ROTC because for one that's a bad attitude, and for two the people around you will lose respect for you for it.
If you truly don't see yourself in any branch beside the Coast Guard, enlist. Reapply to the Academy from within the enlisted ranks. If that fails, keep going and try for OCS. The paths are there, you just have to find them.
I know it can be a hard choice, and some of what I said may not make sense. If you have any questions or just want to talk, reach out.