I'm gonna start the ball rolling here... but that's ALL I'm going to do. It's all I feel I'm qualified to do. I'm pretty much an Elvis newbie, too. I've only seriously been following the guy since June/July of last year.
There is footage out there where Elvis is being interviewed on his life (or certainly his career - which, for most intents and purposes, was his life). It's a bit hard to come by. As far as I know (and I hope I'm wrong), it's mostly scattered about in bits and pieces. It would be nice to think there's a fairly meaty compilation out there. Actually, I DO know of something. There's a CD or two out there that specifically claims to hold virtually every spoken audio recording of Elvis ever made - that's press interviews, on-stage banter, and strangest of all, taped phone conversations!
For now, I can provide you with one thing. The press conference that was held prior to Elvis' record breaking performances at Madison Square Garden is available on this page:
http://www.msg1972.com/HP/pressconference.htm
The complete conference, in audio format, can be downloaded directly here:
http://www.msg1972.com/pic%60s/media/interview.mp3
The link is on the page but I thought I'd provide it. DO refer to that page, however. It has a transcript of the interview which will help you make out which questions are being asked. Two issues. Some of the questions are listed in the wrong order in the transcript. I've no idea why... but you can usually find your place pretty quickly. Unfortunately, the MP3 recording is also of a pretty low quality. There's a better version out on CD/Video CD/DVD - but that's the only free one I know of. :p
Now, as for the army thing. Yes, footage exists. I've actually seen at least one DVD entirely devoted to this period of Elvis' life - claiming to have plenty of army footage - in a retail shop before. I think it's called "The Missing Years" or some such. My mate also bought me a cheap documentary about Elvis called "Promised Land". And I do mean cheap!!! But it too has some army footage on there. In fact, that's the
only footage it has - the rest of Elvis' life is told with jumbled up and repeating still images!

The army was an interesting period of Elvis' life. It was the only time he ever left the North American continent. And due to his time away, he really thought his career was over!
P.S. I'm sorry if I've been a bit vague with some of the above. It's deliberate. I'm hoping some other people will read my post, pick out the relevant bits and provide you with much more info.