Reply #48: Ooh, I've read... three of those. A couple more:

[sans qualia]

Conundrum by Jan Morris is a classic autobiography, although it's kinda dated at this point. Personally I enjoyed the aforementioned She's Not There more, but this is one of the earlier, better known ones.

In Search of Eve: Transsexual Rites of Passage by Anne Bolin. Also a bit old and hard to find, but it's worth the read if you can find it. Bolin is a social anthropologist who writes about the unique culture of a group of urban transsexuals and cross dressers.