Beth, I'm not sure if you're interested in the words and stories of songs about war/military or something that would sound good played at a military funeral.

The Navy Hymn -- Eternal Father Strong to Save

I'm Bound for the Promised Land -- I heard the Marine band play this at the memorial service for Colonel Rich Higgins, the hostage executed in Lebanon. It was very moving.

Finlandia --- this can be an instrumental piece or a hymn. It's patriotic sounding, not sure if it qualifies as military sounding.

Any march played slowly can sound military and sad.