Start out looking at http://auxpa.org/outreach/flags.php
Also, get very familiar with the Flags and Ceremonies guide at http://auxpa.org/outreach/downloads..._Guide.pdf
The Public Affairs aspect of a color guard / honor guard function are pretty significant and I believe folks at the Sector level usually like to get involved.
If you're of a mind to, check out the CG Pipe Band at http://www.uscgpipeband.org/
which is the official pipe band of the Coast Guard and, if you get in, is considered direct augmentation to the active duty.
You'll need to file 7030 forms for most Pipe Band stuff. Obviously if you want to join the Pipe Band you have to have a skill they need.
Both are ceremonial aspects of the CG that the Aux. can participate in.
For both, Uniform items are a non-trivial consideration which can involve large $$. Think seriously about that before committing.
Also, you'll want to bone up on general courtesy http://www.uscg.mil/auxiliary/cginf...custom.asp
If you can find one, I like to refer to Oretha Swartz "Service Etiquette" published by the Naval Institute Press. (hardback it's about 1.5 inches thick).