For me it is definatly a need. I have been doing it ever since I can remember. I have had guilt, shame and depression go with it until 2 years ago when I came out to my wife. I have purged which drove me waaaaayyy deep into depression and almost pushed me into the psch ward.
Also the clothes have a different cut and fit my body better. My wife has a hard time because male jeans are either too big or too tight for me. Womens however fit correctly. The fact that they also come in different fabrics and prints also piques my brain because I really love fasion.
Best way to put it is I dress to be me.