Historically, the King or Queen of a nation has always been the Supreme Commander of his or her nation's Military. Although modern monarchs usually only posess "figurehead" powers, they are often given constitutionally high military positions, although it is the Prime Minister who actually executes such powers. As a result, Monarchs are permitted to wear dress signifying their military ranking, and since thier rank is so high, such uniforms are usually very elaborately decorated.

Since there have been so many Kings and Queens throughout history, I have only included current Monarchs on this page

HRM Herald V, King of Norway	HRH Henri, Grand Duke of Luxembourg	HRM, King Carl XVI of Sweden
HRM Juan Carlos, King of Spain	HRM, Albert II, King of the Belgians	HRH, Albert II, Prince of Monaco
HIM, Akihito, Emperor of Japan	HRM, The Sultan of Brunei	HRM, Al-Marhum Sultan Mahmud, King of Malaysia
HRM, Rama IX, King of Thailand	HRM, Abdulla II, King of Jordan	HRM, Muhammad VI, King of Morocco
HRM, The King of Nepal	HRM, Taufa'ahau Tupou IV King of Tonga	HRM, The Sultan of Oman
HRM, The King of Cambodia	HRM, The King of Bahrain	HRM, The King of Swaziland
HM, Elizabeth II, Queen of England	HM, Margrethe II, Queen of Denmark	HM, Beatrix, Queen of the Netherlands
HRH, Charles, Crown Prince of England	HRH, Frederik, Crown Prince of Denmark	HRH, William-Alexander, Crown Prince of the Netherlands

As near as I can tell, the monarchs of Bhutan, Kuwait, Lesotho, Qatar, and Saudi Arabia, do not wear uniforms.

BONUS- Recently Deposed Monarchs

Shah Reza Pahlavi of Iran (1941-1979)	Ethiopian Emperor Haile Selassie (1930-1974)	Savang Vatthana, King of Laos (1959-1975)