Woah, people

To redirect the thread to the OPs original question:
I think you might be putting the cart before the horse a bit with the whole military plan. Does he not qualify for any other job? All you need for the visa is evidence of 3 months of consistent payslips and bank statements, and evidence of accommodation. This can be as minimal as a room which he occupies in a houseshare, providing he has a) written permission from the landlord that you can stay there, what size the room is in square feet, and how many other people are living there, and b) a certified copy of the tenancy agreement. A budget proving you can support yourselves (ie have at least £94.95 every month after rent & fixed expenses, for food & recreation) on his income and your savings and then projected income once you get a job in the UK would also be helpful, as would your CV and degree to demonstrate your employability.
Going into the military is neither necessary nor any more helpful for your application than another occupation. Unless he cannot afford his own flat/room in a houseshare? What are his occupational qualifications?
Getting denied entry is really not a big deal when it comes to applying for a fiance visa; as long as you disclose your entry denial, and basically explain that you thought you were allowed to stay for longer than 6/12 months, you'll be fine. You were denied entry because you were trying to use the visitor route to establish yourself in the UK, and now you are entering through the proper settlement channels.
As I see it, what needs to happen is for both of you to work for at least three months and save as much as possible.
For the application you'll need to submit 3 mos bank statements and payslips (him) evidence of your bank balance and payslips to show both how much money you have available to support you until you find work in the UK, and roughly how much you are capable of earning. Including a budget showing both your savings at first and then projected income in the UK, combined with his income, is also a good idea. As is showing you have been in contact with UK recruiters.
If you go for the marriage in Canada followed by spousal visa route, the advantage is that you don't have to pay for a further visa right away in the UK, and you can also begin working right away which will help with your financial picture.
Bottom line is that as long as you are honest about your entry refusal, and can provide the evidence required for maintenance and accommodation (read the UKBIA website, everything on there is true, despite the fact that the little "6 in 12" guideline isn't widely published does not invalidate the information that IS there) you should be fine.
Diana