Not good at all, considering what you have to go through to get hired and the sacrifices you have to make. But it depends on which agency you go with. I haven't been around that stuff much for a number of years so my info might be dated.
Basically, no matter which agency you're looking at--FBI, DEA, BATF, USSS, and a few others--the flagship gig there is called an "1811," the federal classification also known as a "special agent." If you're going to work for a federal agency, this is the position you want. Better pay, benefits and pension, and let's face it, your badge and credentials say "SPECIAL AGENT" (good for getting pussy)...but they all fucking suck donkey balls in the beginning.
The best of them is the FBI, which has a budget that dwarfs all other agencies combined and therefore has the best perks. But even there, you start off starving. Federal law enforcement agencies pay you based on a "GL" payscale, which is very similar to the "GS" scale used by most other federal employees. They go from a level 5 up to 13, with 10 "steps" in each level. An FBI Special Agent recruit, on the day he/she reports to Quantico for the academy, begins as a GL-11, Step 1. Base GL-11 pay, combined with all other allowances and locality pay for the D.C. area, last time I checked, was just over $59,000/year. That means your monthly take-home pay is just over $3k. Considering a 1BR apartment in metro D.C. is at least $2,500/month, I don't know how the fuck you're supposed to feed yourself.
However, there are automatic incremental raises. Within 5 years, you're at a GL-12 mid-step, which right now should earn you about $110,000/year including all allowances. Decent pay but if you're still in D.C., that's just enough to have a family and scrape by, assuming your wife also works. If you're smart, savvy, good at kissing ass and playing politics, you can "test" into a competitive supervisory GL-13 spot toward the end of your career (you watch Criminal Minds? Notice how Hotch is "Supervisory Special Agent"? That's a GL-13) and that probably gets you into the $125,000/year range and then you retire after 20 years with right around six figures for the rest of your life.
Other agencies are worse. I've heard USSS, DEA and BATF will hire new agents at GL-9, or even GL-7, which means your starting annual pay with allowances is around $45,000 or even as low as around $37,000. In any event, becoming a federal agent isn't something you do for money.
The age cut-off (without prior military service) is 37, as 1811 retirement is mandatory by your 57th birthday and they want you to finish up your 20 years and get your full pension. Most agencies prefer to hire candidates around 30 years old. That means most federal agents are eligible for retirement around 50, and most of them end up going into consultancy positions in the private sector after that. I go to the gym with a lot of retired agents. Most of them end up having kids later in life so they're stuck paying college tuition well into their 60s and have to take on second careers. Also, most agencies require a commitment after graduation. I know the FBI was 3 years. That's because a lot of young guys like to add "FBI Special Agent" to their resumes and then take off looking for higher-paying security consultancy gigs in the private sector.
Anyhow, like I said, that's from a number of years ago. Thing could've changed since then.