Yes, at the risk of over-generalizing a bit, I will proffer a few opinions on this matter. Please forgive my omission of key details in this post, maybe we can discuss them later.
In terms of Myanmar's history, it's not difficult to discover why there was instability right from the beginning of the country's formation. It would be easy to blame the country that took on Myanmar as a colony in the 19th C, namely Britain, for all of Myanmar's troubles, but I think the problems are equally rooted in the history of the area. The area currently governed by Myanmar is blessed (or cursed, from another perspective) with much ethnic and religious diversity. The ethnic Burmese make up the majority there, with their traditional stronghold being along the lower reaches of the Irrawaddy. They have been the dominant ethnic group in the country for hundreds of years now. Along with the Burmese, there are Karens, Kachins, Shans, and several other major ethnic groups, most of whom reside in the north. As can be imagined, a history of ethnic conflict in the country dates back many centuries. Not only did this conflict occur within the current borders of Myanmar, but also along and inside the current borders of Thailand, Laos, India and China, as various peoples vied for position and power. The animosity that developed from these rivalries still exists today and the resentment of the dominant Burmese lingers perhaps stronger than ever before.
When the British arrived and eventually conquered Burma, after several small wars, they inherited the problems that already plagued the last Burmese dynasty, the Toungoo. It's safe to say that the British exacerbated some problems by playing one ethnic group off of another, similar to what had occurred in other areas dominated by colonial powers. British rule was typically exploitative and demoralizing for the locals in Myanmar, perhaps a little bit worse than average among the various colonies of southeast Asia. Unfortunately, I think the British failed to really build up the infrastructure in Myanmar, they were really concerned about having a buffer colony between British India and French Indochina.
After suffering through WW2 and Japanese occupation (Burma was a key battleground because supplies were gotten by the nationalist Chinese regime via the 'Burma Road') Myanmar became an independent state, in 1948. U Nu, the first Prime Minister, inherited the same problems that the British had been forced to deal with, namely ethnic conflict. In addition, economically Myanmar was a shambles following WW2. It was not long before Ne Win took control via military coup, and Myanmar has been under military rule ever since.
Why has military rule been so long-lasting in Myanmar? I think the military leaders have been able to convince many of the ethnic Burmese people that a strong military is necessary in order to control the ethnic tensions within Myanmar's borders, and also to deal with the drug trade, which is also blamed on the ethnic minority peoples. The military build-up, supported by China as a way of buffering China's rival India on the east, has been able to not only maintain power, but also a very large standing army. Any flare-ups of democratic or human rights movements have been easily crushed by the powerful military appartus in the country. So much money flows into the military that it has become one of the key industries in the country...similar to North Korea, although Myanmar is better off economically than NK. Other areas of the economy and infrastructure have been neglected, relatively speaking.
I'm not really sure what the solution is for Myanmar, I'm not an expert when it comes to this country and hence certainly wouldn't venture to make any major predictions. The world seems to have hope in Aung San Suu Kyi (daughter of the 'father of Burma') as a potential beacon for democratic and human rights in Myanmar. I'm a little more reserved about this, Suu Kyi has never really talked about the problems of ethnic conflict, she's more concerned about democratic rights for the people in general. Certainly the problems of ethnic conflict wouldn't go away simply as a result of a regime change. Other people point to the eventual breaking up of Myanmar into various parts, more representative of ethnicity. I can't imagine something like this going smoothly...see Yugoslavia.
Anyhow, enough for now...I'd like to see some other opinions on this topic...