I am very much in the closet since only my therapist knows about this in my male life, though I used to go out a few times a year and have had a ton of fun doing so. But the guilt I carry about hiding this from people makes me suppress my crossdressing and then I miss out on things. I don't think the closet is the problem: it's necessary for our safety. But the guilt about hiding in it can be terrible. So the key is to (i think) let go of the guilt and allow yourself to exist without feeling like you have to answer for it to anyone, or tell them everything.