Here are my random thoughts on the military...
The military is one of the hardest professions in the world...of course...depending upon your assignment. Most any Army post is going to be hard to live on. Ft Hood, Ft Drum, Ft Bennington, Ft Knox etc. are all basically hardship tours unless you grew up and enjoy those areas of the Untied States. The Marines and Navy have nice coastal bases like in San Diego. The Air Force is certainly more tolerable then the Army, but they also have some of their bases out in the middle of nowhere.
So you could get stuck up in Alaska or out in Korea where its a tough life OR you could be stationed in a place like Hawaii or over near Washington DC. Probably you will have to do a tour over in Afghanistan. None of this is either easy living or easy working unless you luck out and get a good assignment which no one usually gets their first 4 years in.
The military pays well nowadays. An 18 year old with just a high school degree can make about 35k with incredible benefits. A college graduate with 4 years of experience in the military can make about 75-80k as a Captain commanding 200 men in an infantry company.
Its best to choose an occupation that can be used after the military. I once knew a guy who lucked out and his job in the Air Force was to negotiate contracts over near Redondo Beach. He basically sat in an office all day long with an occasional phonecall and then would travel to meet with Department of Defense contractors from time to time. After the military, he could probably use his contacts and clearance to get a nice six figure job at say Lockheed or Boeing. This was probably the luckiest man in the entire military. He was living the life while in the Air Force and probably got a choice job when he got out. I would not expect to get that lucky though...
Talk with the recruiter openly about this. Do some research before you decide. You really cant do anything with Infantry skills after the military. However, you can do something with construction and engineering. You can do something with a security clearance and knowledge about the DoD contractors like the guy in the previous example.
What about the Coast Guard?
If I had to join the military and I was in my 20s, I would stay away from the Army and focus on the Air Force. Air Force is high technology and the living conditions are far better then the other branches. You can find an occupation that will translate to a civilian occupation in the Air Force. Check out the Army corp of Engineers. People in construction out in the civilian world make six figures... Try to get into an occupation that requires a Top Secret clearance. Having a Top Secret clearance translates to a six figure job out in the civilian world. Even a secretary or file clerk with a clearance makes good money. Its very tough to get a security clearance and a DoD contractor will be on top of you if you can get that clearance.