Also, considering going into an area where you'll learn a trade. In many places, mechanics are in much larger desire than soldiers, for example.
You have to be REALLY careful with this sort of thinking..for a weird, but specific reason.
Many military certifications are not recognized in the civilian world. I have no idea why, I assume the military doesn't come up with a memorandum of agreement (yea..I work for the government). So you may have the skills and experience to work in a particular field but not the required qualifications. This may not be much of an issue if its just an exam or something, but some trades require apprenticeships and such. Do your research.