I would echo the advice of many regarding the psychological transition back to being a civilian again. For many, it can prove an obstacle in getting and retaining a position given that working life ( and for that matter daily life) is suddenly radically different in contrast to the military lifestyle. Leave the nostalgic memories for reunions.....and adapt to being one of many again.
Also, be aware that for many civilians, the term "ex-military" invariably equates to being ex Army......and a lot of civilians perceive such as "shouting orders" etc...
Regarding job hunting, be very aware of recruitment "consultants" and agencies. They have but one objective and it's not getting you a job...it's the commission they earn for finding a candidate to fill a position. They are purely sales driven, despite the seemingly plausible conversations they may hold with you.
Many have absolutely no idea as to how your specific experience relates to a position advertised. They often simply look for key words on the customers job spec.and then relate this to your CV.
If the above sounds rather negative, that's because I intend it to be so with your best interests at heart. The more you know and are aware of the "negatives", the more prepared you will be when you encounter them.