Militaria Museums
If you want to see some truly impressive relics of war, visit a museum. These collections, whether funded by the government, a private trust, or the profit from selling memorabilia, will be much more extensive and expensive than what most private collectors have been able to amass.
California
If you find yourself in California, don't miss the California State Military Museum, which Governor Schwarzenegger made the state's official military museum in 2004. The museum also has satellite facilities at military bases all over California. Its collection is, as one might expect, California-centric. Current exhibits at the main facility include "California and the Punitive Expedition of 1916," "The Curtis Hall Collection of American Martial Long Arms," and "Regimental Colors of the California National Guard."
Visitors to the Golden State are also advised to check out Military Antiques & Museum in Petaluma, California. This facility displays classic military antiques as well as offering some for sale. It claims to be the nation's largest military shop. Some of its wares include battlefield relics from the Pacific and European theatres in World War II, artifacts from the Spanish American War, and even patriotic envelopes from the Civil War. In the museum, you can find souvenirs of the Third Reich. Guns are available, but they have been deactivated and are unable to fire.
Florida
The Armed Forces Military Museum in Largo, Florida, has a Pearl Harbor exhibit, a World War I trench, and a World War II French village. It also hosts golf tournaments and fundraising projects for Americans in the military serving their country overseas.
Pennsylvania
If you want to go slightly further back in time, pay a visit to the National Civil War Museum, which operates in association with the Smithsonian. The museum, located in Harrisburg, PA, promises that its "equally balanced presentations are humanistic in nature without bias to Union or Confederate causes." Exhibits include "Civil War Music," "Battle of Gettysburg" and "Women in War."
If British military history is more your thing, visit Clash of Steel. This site has a list of all the known military museums in the United Kingdom, including the Imperial War Museum and the Portsmouth Historic Dockyard.
Any museum you visit that accurately depicts war should not be glorifying it. Though the weapons, armor and vehicles that members of the armed forces use are sometimes amazing, never forget that war is a terrifying thing to live through, no matter what military collectibles exist afterward.