Wounder Warrior Project.org Form 990 filing for year 2011.
http://www.woundedwarriorproject.org/media/477620/wwp-900-fy-2012.pdf
Still, when the overall money raised is so huge there must be a lot of good being done and I know that the bigger an organization gets, the more it takes to run it.
That said; my wife and I always make our charitable contributions to The Salvation Army because of their management policy and now with veteran services I am sending what I can to The Military Order of the Purple Heart which is staffed and run mainly by volunteers who are veterans themselves.