I also doubt I'd have the ability to walk into a high street shop and ask if they do 'Veterans discount' and whip that out. I have some pride! (not much)
I on the other hand think that getting stuff 20% (VAT Free) is a damn good thing, why not make the best of it?
It's very rare in life you get appreciation so don't kick it in the teeth through "Pride".
I have a DDS card and some of the offers are fantastic, same as the old MOD90 " do you do forces discount mate?"
It will surprise you, especially if you live in an area with plenty of ex-squads how many businesses will hop on board.
Or alternatively you could just chuck that money to the taxman who will happily chuck that money to one toothed single mums in Somalia for their new project of which they will never see!!!