My wife tried to be supportive when I cross-dressed, but she would have a meltdown every single time, and she'd say hurtful things about me. As a result, I decided I wouldn't try it any more. Several times. I managed to keep a lid on it for about 4 months because she got a concussion and I didn't want to stress her out. Oops.
The result of that kind and caring (y'know, caring for her and not myself) decision was that the pressure built until I had a meltdown myself. I was suppressing this need, and suppressing it was making the need that much more urgent. A meltdown was inevitable.
This is a need of ours. I don't understand the need, but I've come to accept it. If your wife understands that the result of bottling is that you'll be a temperamental basket case, she might prefer you to cross-dress or transition. Lots of spouses are internally homophobic or outwardly transphobic, and will never accept this. However, lots of spouses actually meant their vows, and will go the distance.
Does cross-dressing need to involve sex for you? Could you get by if you joined a women's book club, for example? Most cities have a community of cross-dressers -- they meet up, go out on the town, help eachother with their presentation, etc. What I'm getting at is this: would your wife be okay if you cross-dress where she can't see?
The above is strongly informed by many meetings with a gender-competent therapist. (actually, two therapists; mine and my wife's)