I have been asked many times about the experience of playing in a military band. It is a natural topic for a euphonium player because (in the U.S.) that is about your only full-time professional playing opportunity. But the topic should be of interest to other band players as well.
When I first joined The United States Guard Band, it was my intention to stay for four years and then get out and get a job as a high school band director. However, I liked the job so much that I stayed in for 26 years. I had the chance to play in some of the nicest venues around, but I was also playing in some pretty uncomfortable situations, too.
Realize that the situation is different depending on the band you are in. First, there is the level of the band. The top bands in each of the five military services are usually called "The United States ... Band" (with "The" not "the" at the beginning). Except for the Coast Guard, the services have many other bands as well. In the Army, for example, they have two other bands that are very close to the top: the Field Band and the Military Academy Band (West Point). Then they have other bands at various bases or posts. The best gigs are in the top bands, but the other bands can still offer very satisfying careers. The post bands often ask for players to be able to double so they can fill spots in other ensembles. In the top bands this is not usually a requirement because they have specialists in all ensembles.
My favorite part was playing concert tours. There is something really exciting about performing in a different hall for a different audience each night. It was fun doing recording sessions, and we produced several albums during my time there. The job also requires playing ceremonies, parades, and other less-musically-glamorous gigs, some of which could be physically uncomfortable (rain, heat, cold, etc.). But often those uncomfortable jobs would be the ones I would "write home" about because we were playing for Presidents, Kings or Queens, or for some event that received national attention.
You audition for the top jobs before enlisting. Once accepted by the band, you are recruited into that service and given a Musician rating. Army, Air Force, and Navy musicians go through the normal basic training before being sent to the band. The Coast Guard sends you to a 2-week orientation session before you go to the band, and I'm not sure what the Marines' policy is these days.
You will be provided an instrument to use. Usually these are top-quality horns. However, you may find yourself playing a brand you do not prefer because the section leader likes them.
As a band member, you are still in the military. You are going to salute officers, shine your shoes, keep a clean haircut, etc. You also get military benefits, and about 1/3 of your pay is non-taxable, so there are both advantages and disadvantages of the military part of the job.
It's a great career for the right person, and it can be pretty unpleasant if you are not comfortable with the military situation.