As a former military recruiter for the Army, I would suggest getting good grades...staying out of trouble/keeping a clean record, keeping yourself in shape physically and talking to military recruiters w/your parents present when you decide which branch of service you would like to join.
Also, check out the websites of the different branches of service to see what you are interested in.
Last, I would suggest studying for the military entrance exam...there are books you can buy and online websites that can help you study as well.
I am assuming you are asking from the perspective of someone that is currently serving. I think a huge skill that is valuable and very transferable to your future is project management. At every level of the military and in every MOS, you manage projects on a daily basis. Some examples would be convey operations, personnel management or tactical operations. In the military, you learn world class project management skills in organization and motivating people which are critical for success in the private sector.