I have felt the same way many a time. Sometimes I yearn for the simplicity of a single gender identity but alas...
This probably doesn't apply to all and will probably seem a little 'out there' but it is my belief we are all spirits in physical form. I think my own spirit is more female than male, but the more I interact with others, and especially female friends who have sought out my help or support, I seem to find that people like myself are needed - the strength of a male with the compassion and empathy of a female, so maybe your purpose lies along these lines. As my mind (and probably most of those here) is also very curious I guess crossdressing is an inevitable by-product of these feminine tendancies.
Hope that helps!