Nothing wrong with going active duty at all. I had apps in progress with the navy, marine corps, and air force while at the same time applying with the reserves. I'm definately glad I went into the reserves, but I had to wait a little longer than if I would have gone active. I wanted to fly in the military more than anything else so I made sure I had a back up. Good luck, and you will get great advice from both active and reserve pilots on this forum.