Dont know much about Retirement from the Brit side but I will say that in the U.S. the biggest drain on finances is Health Care. I think my lucky stars that I stayed in the reserves after some years active as I am now old enough to get a small check, but also Health Care for my family. Its worth at least the minimum time you need to retire. From there your usually young enough to get other jobs and with a military backround some folks think you have a bit more discipline (not necessarily in my case, but)
I also see a lot of Brits in South Africa tending to Medical needs, so that must say something for things there.
Life is all about choices, heres hoping yours turn out OK.