Have you decided which way you want to go on the military watch front. I am not expert, but I do like military watches and military inspired watches and watches used by people in the military (not issued). Are you looking at a simple quartz model or mechanical? Are you looking at American issued or inspired watches? British? Australian? Italian? German? Others? What is you budget?
You can start with simple and cheap (but some say not robust) watches like the Pulsar. They are simple watches and don't cost a bomb to buy. Most goes for about RM200. Then you have the CWC/ Precista watches. These are the original issued ones (to the British military), like the W10 or others (Royal Navy, RAF or even the Marines). They are nice and not so cheap. But can be had for below RM500.
If you are looking at mechanical watches, you have the W.W.W. watches. Again to the British army. There are a number of makers (12) and price range is pretty large. The popular brands are Cyma, Omega and IWC. I am looking to get one as well (between an Omega, IWC or Longines). OF course I would love to get an IWC mk xi....
There are other like the Tudor MN Subs and the Rolex Milsub.

The most important thing is to buy the seller and be careful. There are many franken watches as are there fakes. Try to get them verified, but note that this can add extra to the price of the watch, for example, an IWC military with a cert from IWC itself can add plenty to the cost of the watch as you have to send the watch back to IWC for verification and that can take sometime.
All the best with the hunt.