I have slightly different advice. The advice given to me 15 years ago was "If you want to get a job being a FW pilot...start flying FW and start gaining time". My background was USMC Attack helos. I ended up staying in the military (interservice transfer USMC to USAF) for many other reasons, flying extremely rewarding and challenging airplanes and earning my retirement from the USAF.

That being said...

1. Plan to use Post 9-11 GI bill to have all your ratings as soon as possible.
2. Any airline who counts RW time is not an airline you want to grow old with; it is a stepping stone. Any airline who does not require a Bachelor's degree is a stepping stone (seriously no offense YIP...I'm talking to a 30year old new to the profession).
3. Military retirement is a VERY small consolation prize for missing out on all the seniority you could have achieved if you got to your airline of choice early enough.
4. You definitely do NOT need to get into the "industry" now. BUT, and this is a huge qualifying statement, you need to get to your retirement airline as soon as humanly possible. Your seniority dictates every aspect of your life at the airlines. Sometimes, even one number is the difference between multiple furloughs and never missing a paycheck. SENIORITY IS BEYOND HUGE.

Right now, I am an FO at a major airline. With my military retirement plus my FO pay, I have WAY less than half of the income that the captains I fly with earn. Some of the Captains I fly with were young enlisted Marines when I left the Marine Corps. I transfered to the AF and stayed in the USAF until retirement, they followed their dream and they are 10 years senior to me on the seniority list and make lots more money, get vacations when they want and get overtime when they want. It is all about seniority in your last company...

Good luck.

~Kuma