my dad was a federal agent. He didn't work for the FBI though, he worked for DCIS - Defense Criminal Investigative Services. It was cool, but it was also really stressful on the family. You're still a cop and deal with all of the pressures that go with it. He worked Organized Crime out here in LA, and we had to have a security system installed on the house because the head of the russian mafia lived two miles away from us. He's had countless death threats and guns pressed to his head (and he's pressed his gun against others heads). When he moved back to Texas, he mainly dealt with child pornographers and identity thieves...nothing interesting (in his opinion)
At the same time, there's a lot of boring shit you have to put up with. He'd complain about the paperwork and the internal politics and bullshit. He'd be gone for a few days on a stakeout. It's one of the reasons my parents ultimately ended up divorcing. His outlook on the human race is less than positive, and that's mostly due to what he's seen.
but the pay and benefits are good