(covers information from several alternate timelines)
In 2371, Jake Sisko considered turning down the writing fellowship he had been offered by the Pennington School. Before he revealed his reason for doing so (namely that he was worried about his father being alone), Sisko thought it was because he was worried about being homesick.
Later, Benjamin made Jake promise that he wouldn't base his decision to go or not on how his father's proposed date with Kasidy Yates turned out. Jake ultimately decided to wait a year in order to gain more experience from which to draw his inspiration. (DS9: "Explorers")
In an alternate 2372, after his father died, Jake Sisko considered attending the Pennington School. Nog was happy about this decision because they would both stay on Earth. Although Jake still had his doubts, he eventually graduated several years later. (DS9: "The Visitor")
In the realized timeline of 2372, Jake visited the Pennington during a trip to Earth with his father. (DS9: "Homefront") Later that year, he briefly discussed his plans to attend the school with Onaya when she asked him what he was doing to make sure he'd be remembered. (DS9: "The Muse")