Odds of Getting In
These days, there aren't many openings, only lots of closings (source). While this might be discouraging news to air marshal hopefuls, it's generally good news.
See, after 9/11, air marshals were hired left and right. People were really worried about airplane safety, and they wanted to do what they could to prevent a 9/11 sequel. But after a few years of nothing really disastrous happening, people started to calm down. There were more air marshals than were really needed, given how quiet everything was, so the hiring numbers dropped.
Of course, all it will take for a hiring boom to happen is another terrorist attack. In the meantime, you'll need to be among the best of the best to land this job (source). Marshals are only stationed in planes determined to be "high threat" flights. Like Con Air.