Fun fact of the day in light of the recent incident where F-16 escorted a plane to the ground because an on board air marshal found an individual smoking a cigarette illegally in the airplane:
More air marshals have been arrested since 9/11 (for crimes like smuggling explosives, domestic violence, drunk driving and human trafficking) than the number of people arrested by the marshals. The $860 million spent on the service amounts to about 4.2 arrests per year, at a cost of $200 million per arrest. (via).
I still think having an air marshal on board random flights is a good thing...