My wife is supportive and understanding, and as JessM pointed out she sees how it affects my happiness. Neither of us can explain why I cross dress, why I feel I need to, and why it make me happy. We are likewise not caught up in needing an explanation for it.

She appreciates that we can enjoy mani/pedis, massages, and facials together as well as shopping and exploring sales. I do her nails and help pick out her clothes. All of that is bonding time for us as a couple, and my wife is quick to point out "it's just clothes." That said, she enjoys lots and lots of man time with me and I provide her with one heck of a lifestyle. In short, and using her words, she has never felt she lost her man. That's very important.