There are a few websites that gather the discounts for you and provide direct links to those individual retailers and service providers.
Brads Deals: This site compiles discounts, deals and shopping guides. There are over 200 links for active duty and veteran specific discounts.
Govx: This site is exclusively for those who currently serve in the military, for veterans and also first responders. Users create a free account with the website, entering and verifying their credentials before shopping. Govx has created a partner site, PatriotX for civilians. One percent of each sale supports military or first responder causes.
ID.me shops: Includes discount codes, coupons and exclusive sales to major brands and retailers across a broad range of categories from clothing to home improvement and travel discounts.
The Military Wallet: This site provides not only a list of discounts with links to the individual retailers but also includes information about obtaining discounts that may not be listed or widely publicized.