Since High Rock's history is one of squabbling petty kingdoms, and it still is not unified in any sense that matters (though they haven't been fighting openly since the Warp in the West), I'd believe their military to be organized on a feudal model, nothing like the Legion. Kings and nobles would have private armies, the ability to raise forces locally through conscription, and deals with the knightly orders to call on their forces to fight when needed.
Command of feudal armies was always a problem in the real world, as groups and individual soldiers answered to their noble or knight, not to a unified command, and orders would get delayed, garbled, lost, or disobeyed in the path down the chain of command. I wouldn't expect High Rock armies to behave much differently.
Though many of the smaller city states probably wouldn't be able to rally any big armies on their own, and depend on others or mercenaries if they got attacked. Pre-Warp that is, since now that issue has resolved itself as the smaller kingdoms were svcked into the big ones anyway.
Don't mean to hijack the thread or anything, but what about the Skyrim military? If the next game is there, what can we expect from Nords?
Rather than Norse/Celtic, think Italian or German city states - though not as many. Each city is probably capable of calling upon sufficiently large forces for whatever goal they have (an invasion of Morrowind, for example), but they have also been known to employ mercenaries (Orcs seems to be a favourite, but I'm sure they have their own, home-bred mercenary bands as well) to bolster their armies during campains. So, the Nords are pretty medieval as well.
In my own opinion, I think the more rural areas would be rather independant of the cities, though, and have a more Nordic way of organising themselves - smaller households/farmers gathering up under richer/stronger farmers/-lords, lending their (and their households') swords and arms in exchange for protection from raiders and other strong/rich farmers.