On the occasions when I do have the opportunity to go for an evening drive I make sure I have not consumed alcohol. That whether en femme or en drab. It's an old habit from driving with kids. Although, it is probably not illegal to wear women's clothing there is always the possibility a officer may make a person go through the assessment because he has a grudge against cross dressers. That's life. It's still an issue of risk vs reward. Minimize risk to enjoy the reward.
Sandi, brings up a point. Know your state laws. In some states what is a civil infraction/ticket, maybe a cause to haul you into jail in another state.