My dad was Army. My sister was until last year. I work at a joint command with Army personnel. They find it funny. Additionally, to get here, I had to go through Army weapons training, convoy training, and the like.
At one point, a drill instructor told me, "If you can't make fun of the Navy, who can you make fun of?"
My response was, "The Army."
On a serious note, I had a friend from HS die in Iraq last month.
I feel the hurt, but I can still find humor in things.