I would think the first thing to do is just make sure you don't get yourself court-martialed or dishonorably discharged. That's when you're really fucked.
Assuming there's no danger of either of the above:
What is your military specialty? What sort of skills did you learn that could go into the real world? S/A with your degrees?
If You have an idea of what you wanted to do that might help guide to where you should go geographically.
