Maybe I can offers some perspective...
When I was in college, one semester I had another pilot for a roommate. His dad was a Delta Captain, and he had been in/on/around airplanes since he was a kid. He loved to fly, was one the most upbeat and outgoing guys I ever met, and was one of only a handful of 21 year old guys with a DC-3 type rating (flew jumpers on weekends). He didn't have a CFI, but built his time flying jumpers and flying for fun in a C-140 and a Talorcraft he, his dad, and his brother owned. He was hired by ASA as soon as he graduated, and flew there for one year. AA hired him in 88-89 timeframe, and he's been there ever since...now he's a Captain on the MD88 out west.
Ironically, he had an interview lined up at the Georgia ANG (back then they still flew Eagles at Dobbins), but the interview date ended up conflicting with his AA class. Talk about a gut check! Ultimately, he decided to stick out his class with AA and let the ANG slide by.
Now...my old roomie has had a GREAT life...and will likely always make more money than I do. However, providing he gets to fly until 60, he will spend over 35 years at one job at AA. Not a bad life, but when we have talked he always mentioned the "I coulda..." about the F15 unit and asks how I enjoyed my career.
Contrast that with the typical military guy...he flies 7, 14, or 20 years or so then hits the airlines in his mid 30s to early 40s. At best, he will have a 25 year career, more likely 18-23 years. He'll have some neat stories, some good buddies, and the pride of having served. He will also be junior for his entire career to those guys who started early, and his lifetime earnings may or may not be equal to those fast starters.
I'm a bit more pragmatic that some on the boards...although I stayed active 14 years and (hopefully) will make 20 years in the ANG, I NEVER had any intention of hanging around the AF after my initial committment was up. I had no desire to be career military pilot even in UPT. I wanted to get my wings...serve a few years...and then go be a Delta Air Lines pilot (like my buddy's dad) for the rest of my life. However, in 96 I was having fun, the AF offered me more money, and the airlines weren't hiring that much...so all of a sudden I find myself as a mid-level AF guy going WAY past what I thought I'd ever do on active duty. I have no regrets, however...I enjoyed my career and am proud of the service I have provided. Now I am at a great company having fun, learning the ropes at a new business.
Another option (that I missed...) that is often mentioned on the boards is the ANG/Reserve slot. You go to UPT, work full time a few years and get seasoned, then hopefully start your airline career. The problem is slots are hard to come by, and once in a unit...well...the scenery doesn't change much. If you are in a C130 unit, you will most likely fly C130s your entire career (not a bad deal, and I know there are exceptions...) Another Auburn buddy did ANG duty on weekends instead of ROTC during the week (like me) and we ended up in the same UPT class (at different bases). While I flew OV-10s, then F-15s in AK, Germany, and FL, he flew F-16s in Alabama. He built equity in a house and became part of the community....I traveled the globe with family in tow seeing new and exciting places. Which do you want? Again...there are no wrong answers. He got hired by Delta only about 18 months before I was available to the airlines, but had the airlines been hiring in the mid 90s he could have probably gotten hired 3-5 years ahead of me.
So...the million dollar question is....."which guy do I want to be?" The good news is there are no wrong answers. Only you can be positive what is best for you. Have fun whatever you choose and be thankful you live in a great country where we have so many options.