Have you ever taken the initiative to join the military but just didn't follow through in the end?

For those who have followed through, do you often think about the other end of the spectrum, say for instance, what you might have done if you did not join the military?

I ask because, I often think “what if I joined the Navy”, but my “What if I don’t capitalize on art & music weighed more in my youth.”

Quality answers highly appreciated :]