I'm a third-generation USAA customer. My whole family has used them for years. I bank, insure and invest with them and bought my new Mazda from them. Great APRs on loans, phenomenal customer service all around and you can get some great deals with some of their service partners like SprintPCS (among others). As mentioned before, the only downside is the whole bank-by-mail thing but jsut like any other bank they offer direct deposit. They also have free web bill pay and you can sync all your accounts with MS Money or Quicken.
Don't have any experience with NFCU, sorry.