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Can anyone tell me if the different Battalions have their own individual roles or do they all do the same job and when you join do you get the choice which one you go to?

All three battalions are the same and under take the same duties in rotation. You will find the loyalty to the one you are first assigned to and where you will make your friends. Personally I was in the 1st but they are all a grand bunch of lads and they all stick together regardless of which Battalion they are in.