I know how you feel. I come from a very religious family, and I know they won't take it well when they eventually find out :\
I've told 4 people so far, my girlfriend and 2 roommates (my best friend and his girlfriend) that I'm living with, and my little sister. As you might have guessed, the one I was most nervous about was my girlfriend, because I love her and would hate for her to not accept me for who I want to be, but she's been supportive. I told her about a week before my birthday, and she surprised me with my own eyeliner & shadow pencils, and got me 2 pairs of girls' skinny jeans from the mall

I'm don't think she's comfortable with the idea of me going all the way (at least not yet), but it meant a lot that I didn't have to hide that I've been dressing up from her, and I can pretty much wear whatever I want around her now

I'm not saying your situation will be the same, but things could turn out much better than you expect. I'd definitely tread carefully with your parents though, I know how crazy some ultra-religious people can get :\