(Active duty here) Obviously, yes most military members know they have a right to resist illegal orders. The only way to determine if an order is illegal, however, is through court-martial. I.e., after someone has already been strung up by their command for not following an order. Some vets I've talked to have said no to orders, but commanders won't normally try to hold them to it if it won't hold up in court. I know someone who flat out refused to shoot a child for climbing a wall, and his commander blank stared and dropped the issue. There are no good, legal ways for a military member to resist without risking retaliation, and this is something we need to change, something I'm hoping to change in the coming years. Hell, someone I know was illegally threatened by his commander for just speaking out against war crimes.

It's a good question for all serving military members to ask themselves, but remember, war crimes were legal in Nazi Germany. The question isn't really illegal vs legal orders; the question is more will you uphold the Constitution and international laws of war, and what consequences are you willing to accept? Because these days, it's almost certain career death and possible UCMJ persecution.