With respect to benefits we use the same pay scale, pension calculations, housing allowances and medical coverage. Those are 1:1. Sometimes our tuition assistance isn't fully funded for the year and our reenlistment bonuses (when they exist) aren't usually competitive.
I'd say the opportunities are different. If you want to shoot people and live in the sandbox then there are better services for that. If you want to do something in the maritime community then it's as good a place as any to be.
The CG distinguishes itself best not by its culture and people. It is a small service: There's an incredible sense of community and it's easy to know people and be known by people. It has high expectations: You'll need to know more than the basic job and do more with less. It is an intelligent and thoughtful workforce: Enlisted members are increasingly well educated and compare well to DoD counterparts.
Here's how I see it. If you're young, like guns, and are really physical then the Marines is where it's at. If you want the widest breadth of military career opportunities then maybe the Army. If you are in it for the education and would benefit from a service driven community college and an academic focused branch then the Air Force is a great place. If you like maritime operations then go Coast Guard.
(No, I didn't forget the Navy. I just can't recommend them)
Maybe another thing to consider would be if you are looking at career. 20 years in the Marine Corps wears a lot differently on a person than 20 years in the Coast Guard yet both pay the same pension in the end. There's something to be said for being pragmatic and appreciating the physical toll that being a hard charger has on someone.