Military is a good lead-in to a law enforcement career, for a variety of reasons.

Also, since the federal hiring system for all jobs awards bonus points for affirmative-action status and veteran status and because federal law-enforcement flying jobs are so coveted, it is pretty much impossible for an average guy with affirmative action status to get one of those jobs...unless you are an ex-military pilot. Basically...if you an average white male you will need to become a military pilot and get deployed to the middle-east or other designated hot-spot. Your odds will be greatly improved if you get wounded or get a disability rating (easier than you might think).

There are a variety of non-federal law-enforcement pilot jobs, but I agree that the customs mission is probably the coolest one that I am aware of. Also be aware that most LE agencies use helicopters, so going the helo route in the military will help you out...this includes customs, which hires both fixed and rotary wing pilots.