I'm not a current cadet, but I've heard that USAA is a pretty great bank for cadets. That's where I set up my account for my direct deposit - you definitely can set it up before you go, and you actually have to have a bank account set up to have your direct deposits linked to (for your cadet pay).
USAA was really easy for me to set up, and they worked with me very well. I don't have a lot of experience with any of the other 'cadet banks,' though.
Cadets are (or at least were for the class of 2015) forced to open an account at PenFed. That is where you student account is/was set up. If you get a privately funded scholarship (like my kid did), you can direct it to there. After about a year, you can then access the account. So, my kid's scholarship just became a bonus check for him....
This is the Cadet account. My kid also has USAA account...