Like anything else...it depends. If you can max out TSP after maxing out a Roth IRA, then great. But maxing TSP without first maxing a Roth is, for most military guys, lunacy. That's a lot of money for most of you guys...if you're married, that's 10K in Roth + $16.5 TSP + any spousal 401K contributions + bolstering liquid savings + kids college funds if you're so inclined. If dudes can save that much, fantastic. But not everyone can.
When you do your taxes this year, look at your effective tax rate. I mean the effective tax rate you pay relative to ALL of your actual pay...including your tax free BAH, any tax free months you had, etc. For most military guys, your actual effective tax rate now is absurdly low. So low that you won't possibly get close to that after the military. Meaning, why wouldn't you want to pay the taxes on that money now, at the absurdly low rate, instead of paying it all at a rate that can likely only go up later on in life when you have fewer tax benefits (BAH, tax free, mortage interest deductions, child tax credits, etc).
I get that TSP is cheap. It will be great if they do a Roth TSP. But just because the fees are super low doesn't necessarily make that your smartest option for the long run.