According to Acts 22:28, Paul states to a Roman commander, that he was born a Roman citizen. Whether or not Paul was a Roman soldier is never stated in any Scripture of the New Testament nor by any Patristic writer that I am familiar with. How Paul's father got Roman citizenship is simply speculation. Now if you have some proof, other than your conviction, that Paul was a Roman soldier I would love to see it. Until then, I will stick with Luke's biography of Paul.
My recollection from My Book of Bible Stories showed Paul in traditional garb for a 1st century AD civilian. I don't have one in possesion any longer (nor do I want one), so I will leave that where it lies.
Nearly every commentary I have read on Ephesians, ranging from conservative to liberal, seems to be of the opinion that Paul got his idea regarding the spiritual armor from the Roman soldiers that were guarding him.