So if serving in the military trumps criminal laws, do you want to honor Tim McVey or Nidal Hasan first?
This started as a discussion of expediting the naturalization of illegals who had served honorably in the military, and of exempting them from deportation.
While McVeigh may have served honorably (or at least did not serve dishonorably), he was anything but an honorable citizen. But he was a natural-born American! Hasan did not serve honorably, unless one counts murdering a dozen of one's colleagues as an honorable action.
So neither of your examples even weighs on this discussion.
I repeat that any man or woman who serves this country honorably (in its military) should be granted exemption from deportation and given an expedited path to citizenship. That does NOT mean they should be exempted from other laws.