If you're determined to join the military, I'd advise joining the track and/or wrestling teams. Track will give you superhuman cardio and endurance (which you'll need for boot camp, and is just all-around awesome to have no matter what career you decide on), and wrestling will make you strong. Wrestlers do a lot of exercises that I don't see any other sports doing, and those exercises will make a lot of difference in your confidence and self-image. I wish to Armok that I'd done both of those when I was in high school.
Imagine getting to boot camp, only you can do more pushups than any of your drill instructors. Nice mental image, isn't it? It's probably not going to happen (since those guys do that for a living every day for years) but it's nice to think about. If you go the West Point route, you'll have lots to worry about, and being strong with incredible cardio and endurance will mean that you have one less thing to worry about, since the physical fitness portion of the experience will be a snap for you.
Even if you don't end up going the military route (and I'd advise against it, you join the military because you KNOW it's what you want to do, not because you can't think of anything better), track and wrestling will make you NOT be a "wimpy loser". Plus, wrestling is a legitimate martial art, and if you take it in high school, it's a martial art that you don't have to pay (much) to learn. $150 a month? How about $0 a month?