It's best to play interviews by ear and to answer questions based on your gut feeling of whether it's an appropriate question. Laws be damned. If it's too inappropriate I don't want to work there. Let them ask "illegal" questions and let me ask them too.
It's in my best interest that a potential employer has a good feel for who I am and what makes me tick and vice-versa. I need to not only perform my job duties but to personally get along with and befriend the people I'll be spending a large portion of time with. For instance, I'd want to know if my potential boss is a militant feminist /Obama fundraiser, or a passionate rock climber. In the former case, I'd gladly go look elsewhere. In the latter, there's some commonality which will allow us to relate to one another better.
Also, I welcome questions about my military service. If a potential employer has a problem with it, I'm going to have a problem with them and we would both be miserable.