In the Army, we called Marines "Professional Bullet Stoppers".
Having been in the Army and dealt with all of the other armed forces I can tell the best is definitely the
Air Force. You can actually get training in there that you can use when you get out. Plus, you'll have a lot less bullsh*t to deal with than the other armed forces. The physical training test consists of riding a stationary bike without dying. You get to eat real food too! We stayed overnight at an Air Force base and we got total culture shock about how much more "civilian" the Air Force was. Plus, chicks dig pilots.
On a personal note, joining just because your girlfriend screwed you over is not a good reason to join the military. It's a good reason to join a cult, but not the military.

Here's why I say that: your broken heart will mend in the next few (insert time frame here) but you will STILL be in the military when it does. You can't say to your Commanding Officer, "Um, Sir - I joined because my girlfriend tore out my heart. I'm better now. Can I go home?" This will NOT go over well. Seriously - think it over a lot before you make this decision.
Also, if you do join - watch out for "barracks 'hoes". These are women who live around military bases that attach themselves to young vulnerable GIs and, shall we say, show them the ways of the world? A lot. Then they get said GI to marry them. Then they rapidly have a child with said GI, divorce them and collect child & spousal support forever. Your mileage may vary, but I saw this countless times, so be forewarned. (We actually had to go to a class that warned us of this, if anyone is wondering how prevalent it is.)