I've met many people going through sex changes, or hoping to one day make the change.
It can be sad, seeing how unhappy they are being the gender they were born into. something most of us will likely never quite understand. Some stories I've been told could break your heart.
So yeah, like they said above.... you have to do what makes you happy. As long as it doesn't hurt anyone else, go for it. Be who you are, and you FEEL you really are.