Marcus, be careful about recording phone conversations. Depending on the state you're in (including California) it can be against the law to record someone else without their knowledge. I don't know about Arizona. However, while it may be illegal in such situations to record someone else, that doesn't necessarily mean it's un-ethical. If you're phoning a health care provider, and you need to document the poor level of care they're providing to you BEFORE you tell them you're making a documentary, then I can see an ethical argument for doing so. You have to weigh that against the likelihood of criminal prosecution, which I would guess is small, but I'm not a lawyer.
In almost every other situation where you're filming someone (short of some crazy hidden camera scenario) they're going to know that they're being filmed, and will behave accordingly. They may or may not be willing to sign an appearance release, but that doesn't impact your right to film. Of course, if you're trespassing on private property, they can try to bust you for that, but the camera doesn't change that one way or the other. And of course, US military property is public, not private.
I agree with Mark that if your primary goal is to get the film made, then you should try to get a release, but don't be stopped if you can't get one. For professional documentary filmmakers, who are motivated by trying to earn money to pay the lease on their Volvo station wagon, it doesn't make sense to film someone without a release. Because they need that release to get E&O insurance, which they need to sell their film to PBS or HBO. But if you're motivated by a passion to document your own experience, then you can still make a film that people will see someday, even if not on HBO.