What are some of the most beneficial certifications to get before transitioning out of the military?

It really depends on what route you want to go upon leaving the military. If you are looking for management, then a PMP is something to strive for. However, if you are going IT/Cyber then starting with the basic CompTIA certs like Net+, Sec+, and A+ are a start. If you already have an IT background and the certs then you have to decide what route in IT you want to go. CISSP is a must for Cybersecurity Management, whereas Cisco certifications, CEH, CPT, among others are great for networking or cybersecurity hands on.

Start with A+ and Network+ then your vendor spcific stuff, i.e. Microsoft, Cisco, Etc.
It is very important to get a good foundation because, with the Cisco intro classes, they jump in assuming you can count in binary!

So far for me, it's been the Lean Sigma Six, OSHA trainings, and Security clearance. Regardless of whether or not you have a degree, these are powerful tools to potential employers and can even supersede an educational requirement in some jobs as they are very expensive both financially and in terms of time. I've had a couple of employers say that my SS and Safety certs were more attractive than my degree and IT certs. Everyone thinks about getting career specific training but the general more business-centric stuff tends to make a better impression from what I've seen and heard from employers.