You don't even have to join your
local Legion. They have a "military members at large" branch, administered from Ottawa, which is specifically for serving CF members (reg and res) who wish to join but don't want to associate with any particular branch at present.
I joined 4 years ago, coincidentally when I joined the CF.
Although I don't use many of the services, I enjoy knowing that they are there to support me if I do have any needs. In addition, there are other benefits the legion can offer, much like any social organization, such as reduced insurance rates, auto shop discounts (Speedy muffler), credit card offers (MBNA), car rental (Avis) discounts, their regular magazine. Some branches will also offer discounts if, for example, you need to rent a banquet facility, etc.
Down the road, when you retire from military life, the transition is all the easier and you may already be well positioned to move into local executive positions, etc., if you have been a member for some time. Plus, membership is a way of giving back, over and above contributing to the poppy drive every year, like most of us do anyway. As an active community organization, the Legion offers so much to towns and cities everywhere, and simply by paying fees and being a member, you are already helping them a great deal.
www.legion.ca for more info.