Army for a bit, now self employed management consultanct - as with the chaps above, I'm usually involved with IT in finance. I should not be at all surprised if many of the forthcoming replies involve IT related occupations - the money is frequently excellent and as a consultant the opportunity for extended time off is ever present (although not always welcome!) So there you have it - if you want to be an airline pilot and your parents aren't swimming in the crisp and folding, get into IT (or management consultancy but at the risk of offending everyone else, it does take years to build up a reputation).
Yours aye,
Cap'n Crunch