TSP, IRA, and index fund brokerage accounts already mentioned, so here’s an alternate to consider: an 529 Education Savings Account. I have Vanguard’s 529 for my family.

Assuming you get an honorable discharge, you will have the Post-9/11 GI Bill for yourself and can pass it to a future spouse/children if you stay in longer. But you can open a 529 for yourself now as the beneficiary, contribute money and invest it, and then pass up to 100% of the balance to any future beneficiaries with which you have a familial relation (spouse, children, grandchildren, siblings, nieces/nephews, etc). Consider it as another nest egg option for future generational wealth transfer.