Indeed there aren't very many. The only ones that come to mind are Montel Williams, Charles Osgood, Steve Kroft and Bob Schieffer. Unfortunately, all of them are leftists but most were desk jockeys and REMFs (like Al Gore). I'm sure there are good Conservative radio and television commentators that were in the service. Even so, Patriots such as Rush Limbaugh, Ted Nugent and Mark Levin have done so much for our Brave Troops and America.
...just thought of one as I was ready to hit post: Oliver North, a solid Conservative with a fine documentary, "War Stories".
Levy is an alumnus of Smithtown High School East in Smithtown, New York, the same high school Soledad O’Brien attended.[3] He also graduated from Columbia University with a Bachelor’s degree in Political Science. He is a veteran of the U.S. Army (he served as a 31K Combat Signaler); his first permanent duty station was on the Demilitarized Zone (DMZ) in Korea in the 5th Battalion, 20th Infantry Regiment, part of the 2nd Infantry Division. He also served in the 4th Battalion, 7th Air Defense Artillery Regiment at Fort Bliss, Texas.
http://en.wikipedia.org/wiki/Andrew_Levy