Very small curlers.
That said, many (most?) TG people don't dress for sexual reasons. In fact, getting aroused is the last thing most CDers want when dressed.
I really wish we could get rid of the "kink" connotation of dressing. It trivializes what most of us do and makes it attractive to prurient interests. If someone wants to spice up their sex life with clothing of the opposite sex, fine, but let's call it what it is, fetishism, not crossdressing.