I don't think it's a matter of either surgery, or therapy. Even the best surgery will only make you sound like a high-pitched man unless you've also acquitted the patterns, rhythms, resonance, use of pitch as a form of emphasis and word-selection characteristic of female speech. Likewise, many people who have had therapy and whose voices pass as female still choose to have surgery because they find that it makes life a lot easier and more relaxing not to have to concentrate on staying in the female range all the time, because surgery means they have no other range available to them.
I can only say what my vocal coach - who works at the UK's biggest, hospital-based gender clinic - told me, which is, start with training ... then see what you need or want - or is appropriate for you - after that.
