I'm thinking about it because I can't get a job in the private sector. Will I become an hero?

Join the Air Force. It's safer and easier than all the rest.

Navyfag here. I regretted joining the Coast Guard every day while I was in. I found a good deal for a commission in the Navy so I could make some decent money and get my college all taken care of. I'm regretting it even more than when I was in the Coast Guard. It's not worth giving up 4-6 years of your life to do little more than glorified manual labor with some of the dumbest mother fuckers on the planet.

I'm with Ron. Air Force is great, and they offer more links to private sector jobs and education opportunities than other branches.

Don't join the Coast Guard though. Never ever join the coast guard.