People who you knew prior to transition and are going to continue to see you will obviously know. When you tell them, sound confident and matter of fact. It may be a shock to them, maybe not. If you aren't comfortable or don't seem comfortable, it won't go over as well.
For support at this point, the forum or other transgenders if you know any are probably the best source. Your fiance as well.
Who you decide to tell is a personal thing. My general rule is to tell only those who need to know such as Dr.s. Transitioning is something you do not only because you feel stuck in the wrong body, but also to fit in with the gender you identify with. By telling people who never knew you as a man, you risk them seeing you as a strange man rather than a woman. Some people are great with it and could care less, but others may feel betrayed or get angry.
Go with what you are comfortable with. You are lucky to have a fiance that is accepting and sees you for who you are.
sam1234