Sex change? I see no problem with it. It's your body and as long as you keep in mind that not everyone is going to be that accepting of it (ie. inform sexual partners prior to intercourse) then there shouldn't be any kind of problem with it.
The problem with cross dressing is far deeper than gender confusion. It has inherent problems that trace back to the foundations of society. The issue is that people are forced to wear certain things through social convention. If chance had made women the geneticly stronger gender, wouldn't men be the ones subjected to the requirment to look pretty? For the sake of my argument and the fact that I have little time to spend justifying my prior statment: assume the answer is yes. With that in mind, isn't the clothing we wear little more than a symbol of the roles the genders have been forced into over the centuries? To me it seems as if cross dressers are doing nothing short of being eccentric and are simply breaking convention. Is this day and age there really is no justifiable reason to restrict ourselves to convention, and as Mill and Nietzsche (who are arguably two of the greatest thinkers of all time) would argue, the breaking of convention is equated with the forward progression of society.
Don't get me wrong, breaking convention for the sake of breaking convention is useless in itself. I'm just putting it into perspective, and trying to underline that intolerance of eccentricity may well be a major factor in the slowing of society's progression.