AP classes (or whatever they call the college credit classes) are absolutely worth it, take as many as you can.
But flyboy's right, you still have 3 years to figure out college. Don't get too far ahead of yourself
Oh, and my brother went to the coast guard academy for a few semesters. I would recommend against almost any military academy, but especially the USCGA. You have miles of BS and politics to deal with, and it's not really a very good college experience. It's kinda like 4 years of basic military training lite (but it's 4 years long.) You lose freedoms going to college rather than gaining them... Which is the entire reason going away to school is fun and awesome. Seriously, military training is not fun. On top of that once you finally get into the operational military Academy grads do not exactly have a great reputation. Some people seem to think they take themselves too seriously.
That said, if you want to fly military is definitely the way to go. Get a concrete science/technical bachelor's degree (engineering, science, math, something that's not communications) from any school you care to attend that offers it, and then apply towards the end of college. They'll usually accept you the fall or spring of your senior year. At least that's how the air force works, I can't say a whole lot for the USCG.
... okay I have to be honest, none of the other branches of the military take the coast guard seriously. Fun fact-- their entire yearly budget is less than the cost of one of the navy's aircraft carriers, or the cost of a couple B-2 stealth bombers. Just taking a wild guess here, but I bet you could find a 24 hour period where the USAF delivered more ordnance than the coast guard has in its entire history.
If you wanna fly, there's really only one way to go.