The United States Supreme Court held in 1943 that school pupils may decline to participate in the pledge of allegiance.[1] Most but perhaps not all state governments in the United States make saying the pledge a routine part of the school day (at least during primary schooling), but education regulation in the United States is mostly by state law, so perhaps there are some exceptions to this general pattern. Of course homeschoolers like my family make their own decision in such matters.
[1] http://www.rethinkingschools.org/special_reports/sept11/16_0...
http://caselaw.lp.findlaw.com/scripts/getcase.pl?court=US&vo...