My first jobs out of the military were in the government, a Japanese economic research company, and then with the Federal Reserve Bank of San Francisco. When it came to interviews, it was common sense that I wear a suit to the job interview, and coming from the military, this makes sense. But did you know that sometimes wearing a suit to an interview will likely cost you the job? Knowing what to wear to an interview (or not to wear) can be as confusing as preparing for the interview in the first place, but is easier if you do your research.
One Size Does Not Fit All
Some interviewers will see the suit as a sign of your lack of experience (you haven't been in the know enough to get that you shouldn't wear a suit to a job interview in that industry) and/ or your lack of creativity (you're too much of a "suit," as they say on the show Entourage). It means you don't get the culture, and being able to fit into the culture can be a big concern for civilian employers looking at veteran candidates.
When Should You Wear a Suit?
When you're trying to figure out what outfit makes sense for your job interview, do your research -- it's okay to reach out via Twitter or other social media channels to current employees and try to form a connection. As you ask other questions, throw in there something like, "What attire is appropriate to wear at the job interview, should I be lucky enough to be invited for one?"
Consider the industry. My first experience going to a casual job interview (not counting when I was a dishwasher/ bus boy at 15) was when I went for a job interview at Telltale Games. I hadn't even considered the idea of not wearing a suit until about a week before the interview, when my wife asked what I was going to wear. The question hit me hard, because of course it made sense that I would not wear a suit to a job interview at a video game company, especially for a position as one of their writers. I took the advice of the point above and contacted everyone I knew in the gaming industry (which was one or two people) to get their advice. The answer they gave was that if I wore a suit, I would definitely not get the job. For creative jobs, such as in video games, you want to show you can fit in and be one of the fun, contributing members of the team -- not some stiff "suit."
What Should You Wear?
Most veterans will not have a problem being professional, but for those that need the warning: Avoid overcompensating. You could wear a sweet nerd-shirt to some of these companies, and may even score points with some of the interviewers. However, what if the executive in the room is offended, and you just ruined your chances at the job? It might even be more subtle -- maybe they know that awesome Game of Thrones shirts are the norm on a daily basis, but feel offended that you didn't think to try and look nice for the interview.
For those job interviews where a suit feels wrong, try to make a good, professional first impression. Consider slacks and a polo shirt, maybe a sweater if weather permits (you don't want to be in the interview dripping sweat). Buy some nice shoes, not tennis shoes, and try to show that you can be a grown-up.
It is up to you how informal you go, but you generally can't go wrong with a nice middle-ground outfit, not too informal and not too formal. The Monster.com article "Dress Appropriately for Interviews" advises to always dress "one or two levels higher than the job you're going for," and I think that is wonderful advice.