I do not keep it a secret from my wife; I told her before we were married. I've also told my mother.
However, I do keep it a secret from my kids. I feel that right now they're too young to deal with a crossdressing dad. I'm not ashamed of what I do, but I don't want to place the burden of my crossdressing on them. If they tell peers, they're likely to suffer ridicule and I do not want to burden them with having to keep a secret, so it's best not to go there.