Just like Sarah, I've heard a figure of about 5%, which I can readily accept. I expect that many of them are like me - very closeted and out to fewer than, oh, about 10 people.
And that reminds me of a short story I read years ago. Three casual friends in middle school hang out together before, during and at the end of the school day. Midafternoon, though, each heads home, only to pull out his secret stash of panties, bras, and skirts to have some dress up time before Mom and Dad get home. The story closes with each of them sad that they have to hide this part of themselves from everyone - after all, who could accept that they like wearing girl's clothes?