OK, so here's the thing. If you're considering armed forces as an opportunity to do "something", you're not going to get "something" out of them. Will, armed forces are a very viable means to many worthwhile ends. The key is to ensure you're doing it for the right reason and that where you want to end out is something the armed forces can provide.
Each of the different branches of the military have slightly different way of doing things, and therefore things you can better achieve by joining one over the other. I have to admit, IMO the Navy is a better way to achieve job descriptions and experience you can use once you leave the military, simply because they don't make you pick up a gun and go play soldier every 6 months regardless of your job description. But, really, that's my own personal bias. (Well that and Daddy was in the navy in WWII and a close friend recently retired after 20 years in.) But the only real way to get anything out of the miltary, school, a trade, or a dedicated life of binge drinking and unrelenting womanizing is to decide what you want to get out of it, and make your plans with the end goal in sight.
It's important to remember that, as with any area of life, you will encounter bullshit "corporate" politics and complete asshole bastards with power over your life. There's no escape from that unless you move to an ice cave in Antarctica. The other thing you can't escape by joining the armed forces is yourself. If you're disappointed in you, and you're thinking armed forces will fix that, it won't. Having a plan and a goal and achieving it through the armed forces just might. So would having a plan and a goal and achieving it elsewhere.
Military offers a lot of opportunities, and it's well worth considering as an option. I just sincerely hope you'll spend more time focusing on what you want to get out of it than on the simple aspect of change, if that makes any sense.