I just finished watching Band of Brothers last night on DVD. This 10 hour long HBO miniseries, based on the book by Stephen Ambrose, tells the true story of the men of Easy Company in the 101st Airborne during World War II. It's often gruesome and grim, and it contains some of the most powerful storytelling I've ever seen; Schindler's List and Oz are the only two movies/shows I've watched that compare. If you haven't watched Band of Brothers I highly recommend doing so, though if you're smart (unlike me) you'll watch it with a SO or friend so you can find solace in them after it's over.
Even though it's quite graphic (rather hard to show war as it truly is without violence) if I had kids this is a series I would want them to see before they were supposedly "of age" to see it (it's not rated but would easily get an R, if not more, for graphic violence, language, and nudity). Men die, people get seriously wounded, and actions have consequences, just like they do in the real world. Let me put it this way: if my kids wanted to watch something violent, I'd much rather they watch Band of Brothers than James Bond. I've never understood why shooting people and not seeing them die or bleed on screen is somehow better for kids (and adults) than seeing someone bleeding to death in agony after being shot. Sure it's unpleasant to watch, but that's reality, and why should we shield kids (and ourselves) from reality?