USAFA was my only choice 40 years ago. I had wanted to go there since I was in 5th grade. Luckily I was selected to attend . . . if I hadn't been, I'm not sure what my path would have been . . . I had no real back-up plan. My DS's first choice was also USAFA, although he came to his decision a little later than myself. He decided he wanted USAFA in 8th grade ... ;-) Even so, when the time came, I convinced him to go visit and apply to other schools. For USAFA, he did all the right things, had a great record and with the Presidential nomination was slated to receive an early appointment to USAFA, so it looked like his plan was coming together until the USAFA medical authority denied his medical waiver for an allergy to pistachios. He was crushed. (I think I may have been even more disappointed than he was. I felt like my Alma-mater, the school I loved, had let me down.) He very much wanted to serve, so he switched everything over to the Army (USMA and VMI via AROTC) since we had done research and had discovered the Army had given medical waivers for his allergy in the past. The visits to the other schools and the other applications sure came in handy. He earned a 4-year national AROTC scholarship to VMI and received the medical waiver. (He received a Congressional Nomination to West Point, we are in Northern Virginia which is a very competitive region, but did not receive an appointment. As it turns out, I think VMI is a better "fit" for him.) Other scholarships to other good schools came in as well (Purdue, Case Western, Texas A&M), but he wanted the challenge of VMI . . . he is doing well . . . he is where he was meant to be . . . now a "Second" or junior with plans to graduate and commission in May 2019.
I agree with Christcorp . . . pick which service you prefer to serve in first. If you see yourself serving in multiple arenas, that is fine. (For me, I knew Air Force was where I wanted to be. Navy would have been my second choice. For my DS, Air Force was first, but Army was always a close "second" and now it is primary and he is very happy with his choice. He had no interest in the Navy.) From there pick the appropriate SA or SMC/ROTC program . . . and if you prefer a "civilian" school, that is a fine route too.