If you're going to try and get in the military just 'for the training' then the odds are the selection process will find you out and you won't get in. If that's the avenue you choose then be committed to joining the military and serving as a pilot rather than seeing it as a cheap training option. Keep in mind the lengthy return of service required by the military which means you're unlikely to be joining an airline south of 30. That has implications for your seniority number and subsequent promotion, lifestyle, etc in the airline.
As to the second part of your question, yes airlines take military pilots. I think you can get a CPL once you've finished your first operational conversion after wings test but you'd need a military person to confirm that- which I'm not.
Funding options? Get a job, work hard, study hard, spend every cent you can on your flying education.