Actually Caitlyn tried to change her voice in a scene with Kim Kardashian in one episode, but totally failed at it. In a later discussion with either Candace Cayne or Jenny Boylan, or both, one or the other said they never really tried to change their voices much, and that your voice is who you are, and that seemed to be the end of it.
Caitlyn did mention something about vocal cord surgery, but seemed to be afraid of the risk involved.