Don't look at him keeping this from you as dishonesty. That will tear your relationship apart. He kept it from you because he was trying to repress it. Nobody wants to be a freak. A lot of gay guys get married because they're trying to repress it. At least he likes women
But don't let him abuse you with it, either. A lot of crossdressers come out to their wives and then think it's a license to prance around the house in a dress five nights a week. If he feels the need to constantly push your limits then there's probably a deeper issue -- whether it's him being transgendered or him being depressed or manic-y and self-destructive and just spinning out of control trying to sabotage the relationship.
So don't say, "This isn't the man I married!" just because he was trying to repress this. But if this is a serious issue then you need to seriously evaluate what you both want out of life and if those things are compatible.
And everybody could use some therapy. It's great to be able to unload your drama on someone who can honestly tell you if you're blowing things out of proportion, or if you're lying to yourself, or whatever.