I'm about to start working with a mentor who's far more experienced than me, and who can chat a few times a month around what I'm doing right, wrong, etc.
I'm currently helping out a startup, but for very little money. The experience has been helpful for sure, but I'm not sure it's getting me closer to someone who can handle a feature/application whole hog, start to finish.
Funny you mention the Navy, I was very close to enrolling in officer candidate school about 5 years ago, but couldn't for medical reasons.
You're probably right about focusing on a couple of specific positions/companies. Again, it's something I've thought about and done before, but I guess the panic of not having a job has thrown me off of plan occasionally.