You'll see a variety of backgrounds on this forum. As an interview coach, I'll tell you (generally) FedEx likes a pure-blood mil guy, and UPS appreciates a guy who bounced around a bit and has seen the civilian trenches. There are pros/cons to both approaches, and exceptions to both generalizations.

That said...here's my trek...

CFI for Part 91 flying club
CFI for Auburn University...
Jump pilot for commercial sky-dive operation...
UPT student
OV10 Driver/Ground FAC Gulf I
F-15 driver 92-02....
Hired by FDX/Jetblue....went with FedEX...in training at FDX on terminal leave
ANG F-15 instructor 02-07....

Mil worked great for me, but got some stink on me too from other jobs and know its no easy road either way. Big thing is thing 5 years down the road, enjoy what you are doing, and keep a smile on your face.

Persistence is Waaaaay more important than talent. Just look at me....

Good luck to all...