Is it incumbent upon me to capitalize each and every use of military rank in an essay or fiction, such as sergeant or lieutenant?
As you would with any other title.
Segeant Major Gomez
But not "Jim Smith had been a newly minted second lieutenant in the US Army for all of four days when he first began to question his choice in careers."
"Captain Peters, ask Segeant Andrews to joins us, please."
"I'll ask the captain if he has a sharp sergeant he can assign to it."