The Chelsea Pensioners' Records (series WO 97) have already been digitised and indexed on Findmypast.co.uk and eventually these Kilmainham records will be onlinethere too. In the meantime this major addition to the Catalogue will make it much easier to track down some of our soldier ancestors.
It is worth noting that there are other sources for soldiers beyond the wonderful online Chelsea Pensioners' records; they will soon be joined by a series of attestation records for the militia 1806-1915 (series WO 96). There is also another set of discharge documents of Chelsea Pensioners (series WO 121), much of which has also been indexed in the Catalogue, again by the Friends of The National Archives, and the records are on microfilm at Kew. This is well worth a look if you fail to find someone in the WO 97 records. This is where I found one of my own ancestors, William Charlton, who fought in the Peninsular War. He was a private in the 74th (Highland) Regiment of Foot and was pensioned following the battle of Fuentes D'Onoro in 1811, where he received a gunshot wound to the jaw. If, like me, you are a fan of Bernard Cornwell's Sharpe books, Sharpe's Battle is the one that describes this particularly bloody episode.
So thanks to these military records I know that my Irish ancestor from two centuries ago arrived in Scotland, where he spent his life after the army, before he joined up. I have some idea what he looked like, and I even know his exact date and place of birth, where the parish records didn't start until much later. Not a bad result for an Irishman.