Hi Bob,
I suppose like all genealogy it's hunting. I guess I would start by grouping their ages........take World War One for example. If 'tween kinda 15 - 35 during that time I'd check all the usual places, ask relatives, check the The Medal Rolls at the National Archives, the Commonwealth War Graves Commission Web site, bearing in mind middle names often helps with searches like this, however there is an element of luck involved.
I'd use the same routine, for other wars too, but I'll warn you now, records are not too strong to approach research from this angle. Family stories/photos are in this instance a far better place to start.
If there is anything specific let us know
Wendi