Matthew,
There are general genealogical guides on the web, such as available from the Rootsweb.com home page and the LDS' regional guides accessible at
www.familysearch.org.
Also buy at least one general genealogical guide. There are two types: one gives you an idea of how to organize information, and another type (_The Source_ is the most detailed) tells you what kinds of records are available.
Your question does not specify what Military records you are after. For the Civil War there were both County Militia and State Troops on the Union side, and mainly State units on the CSA side. Types of records available are mainly
Service Records and
Pension Application
Files, both available from the National Archives in
Washington, DC, but the microfilms can be borrowed by inter-library loan and many of the
Service records are indexed and viewable on footnote.com which has a free trial period.
Again for Civil War, once you know the name and residence of a person you think could have served, go to this site:
http://www.itd.nps.gov/cwss/--where you can search by name, and if you get a likely result you can click on the Regimental link to look at the general service record of the Regiment. From the site you can also just search for the Regiment.
Some persons have developed interests in particular Regiments and posted interesting information on the web, so it's worth the while to do an Internet search once you have found a Regimental ID of interest.
One way to get an idea of who could have served in what war is to make a Chronology in a word-processing program for each family, including around 3 or 4 generations in each Chronology. Dates of birth and death can rule out possible military service. For example, someone born in 1830 could not have served in the Revolutionary War or the War of 1812, but could have served in the Mexican War or possibly the Civil War.
My Chronologies include birth dates, death dates, marriage dates, approximate dates of moving from one place to another, and dates (definitely including the source of the evidence, such as church or County record) of supporting records such as Vital records, buying and selling land, when and where estates were probated, dates Guardians were appointed and the details (from County
Court records), Census enumeration details, tax assessments . . . you get the idea.
For the most part, of course, this requires that you do the actual research in person in local records. One of the most interesting things to be found in local records is an ancestor's Estate Inventory, listing their personal property at the time of death: this gives a real insight as to how people were living at the time.
A Chronology can also help sort out if you might be confusing two same-named individuals.
Good hunting
Jade