While I expect it will be technically accurate post-transition, I doubt I'll ever use transsexual because I dislike quite a few of negative associations. While there's the 'sexual' aspect already mentioned, I've watched far too many people use the term as if it makes them more legitimate and superior to others. While I have no doubt that's only a teeny tiny minority and totally respect personal choice to use it as a descriptor, it sullied the word for me. I would think of people like True Transsexuals or other vicious exclusionary transsexual people every time I use it. I don't want that link to them, no matter how small, because I reject such mentalities wholeheartedly. I also dislike the fact that it seems to lend itself to use as a noun far more than transgender does but I expect my perception may be totally inaccurate there. I like words that are more commonly used as adjectives so that it is a part of who I am rather than what I am.
Personally, I prefer transgender because I think it'll be a more accurate descriptor of me and will allow me a nice sense of being a bit unified with the rest of a diverse umbrella at all times. Of course, my preference is probably due to the fact I don't really see a distinction between sex and gender, I see them as a giant reflexive wibbly wobbly thingy so regard my transition as one of largely gendered things, even the physical.
