My father has always used a military brush and it carried over. Though most of the time I carry a folding Kent pocket comb. I have a full head of hair but keep it damn short. Helps to hide the gray.
I have long hair and while brushing with a bristle brush is easier and leaves my hair looking better (better for it too I'd imagine). I'm a bit neurotic about not having tangled hair. Until I started growing my hair long (~age 10) I never used a brush, only combs.
My hair is about 1/8" or so on top, and near shaved on the sides (a #2 on top and no gaurd on the sides when I get it cut), so no need for a brush currently. when I grow it out (happens every year or so), I use a cheap brush with the hard plastic bristles. The military style, with the soft bristles, does not work well with my really thick, naturally curly hair.