The UK is good, there's legal protection, it's free to change your name (other than paying to update your passport), and after two years of changing your name and collecting proof that you're living as male/female then you can change your birth certificate and national insurance details. It's not that big a deal though as you very rarely need a birth certificate if you've already got a passport, and they will lock your national insurance details down so that only a small handful of people in one department of that company can access the information, so you can't be outed to your employer that way. And the big bonus is obviously that you can transition almost for free on the NHS. It mostly just costs time, and a lot of it. If you can't travel to the one or two GICs which have a 4-6 month wait until you get seen for the first time you could end up waiting a year or more just to have them send you a letter acknowledging your existence. Then there's the waiting to jump through their hoops in order to get hormones and surgery. It's not all that bad though, sometimes I think it's good to have to take your time a bit, just not too much time! They could do with being a little more flexible for those who've been living as male for months and years already.
It's almost worth all the hoop-jumping when you've just got to pay for travel to your appointments, which varies depending on where you live (for me it comes to about £30 a time for 2 1/2 hours on the train), travel to your surgeons, and for prescriptions (£8.05 each). If you're low income enough then you can apply to get all of those fees reimbursed to you. We do pay for it all indirectly though with our taxes, but you'd have to pay those taxes anyway, so why not make the most of it?
On the other end of the scale, if you've got the money you can be on hormones within a month or so if you go private. Probably not much more for top surgery either, but there's few people who have that sort of cash.
The downside is that things like binders always cost more here because they've got to be shipped overseas, and if you try and buy too many to save on shipping customs are likely to whack an import fee on it. Same with expensive packers, and part of the reason I've never tried any reelmagik prosthetic even though I think they're amazing, I have no idea how much customs would sting me with as it's all done by percentage and they're very pricey anyway!