Most do tend to gravitate toward the AR or similar platform firearm for one of their guns. But, having been professionals with a gun, they tend to have a weapon or weapons that fit their needs. If they are big into hunting, they probably have a nice .30-06 set up, a .22 for plinking and such, a shotgun, etc. If not, but they want a self defense weapon, they probably have a handgun similar to the Baretta or 1911 colt.
Like anyone I know, servicemen have weapons to fit their needs; but they do tend to gravitate towards having at least one they were made very familiar with in the military.