If you are not being paid for at least a year you are not interviewing at the right places.  You need to determine if you're not able to get interviews at the right places, or if you are simply not looking into the correct corners.  The big names will all pay you--it will not be a draw against future income, it will be a paycheck.

Top drawer firms will also pay for you to become licensed, your various fees and they will buy you study material.  Cram courses are become less of an entitlement, meaning you may have to pay for one yourself--but they should allow you to have the time off to take a class if you're willing to pay for it.

Expense reimbursement is rare unless you're being asked to travel--say to a seminar--in which case you should expect to be reimbursed for travel, lodging and meals.

At the reputable firms you will not be expected to pay anything for phone, postage, stationary, business cards and so forth.  There are firms out there that will charge back things like a percentage of the office's rent, and give  you a code to work the copier so they can bill you for each copy, a code for the phone so they can bill you for the phone bill and so forth.

The reality is if offers from places like that are all you're getting you probably should reevaluate what you are not bringing to the table--to impress a major firm--and see if you can go about gathering it.  It is often as simple as getting the right experience, or refining your interviewing skills.

I suggest that nobody shoot their entire wad by interviewing at all of the major firms in their area at the same time.  Try to get an interview with (say) AG Edwards--don't even attempt to get one with Merrill, Smith Barney, UBS, Wachovia, Morgan Stanley.  See how it goes at Edwards, see if you can even get your toe in the door.  Go to the interview, stumble over your words, make an ass of yourself--but learn from the mistakes.

If you can't even get an interview you need to do some soul searching--why not?  Is there something wrong with your resume?  If so tweak it up.  Coming out of the military is not going to give you a lot of skills that are thought to transfer--so instead of a resume I think a simple cover letter that mentions that you're leaving a lifetime in the military and what you've learned is how to set goals, follow orders, and fire a weapon.  Well, perhaps leave that part out.

The hiring manager is going to know you have friends who will be your network.  If you're an ex command officer I'd mention it, without stressing it.  You're not being hired to command, you're being hired to join a team and tell the BOM that you know what he means when he tells you to take the hill.

The reality is that unless you have done something very unusual a resume isn't really necessary--they're more of a tradition than a requirement.  Make them shorter rather than longer, don't try to inflate the imporatance of rather mundane duties---just be honest.

Get the interview--then sell yourself.  Don't depend on your resume to do it, the skill is in a masterful cover letter.

And for Gawd's sake have somebody proof read it for you.