Hi Opie!
Well, hun, you have taken a few big steps already, first by experimenting with clothes you like, then by telling your SO, and now by coming here and telling your story and asking for advice.
Michelle is right, a gender therapist is the next step to help you figure out your path, and some are also pretty darn good with depression issues, too. If you have trouble finding one through your insurance, check the local LGBT resource center, or Google psychologists in your area, along with 'gender issues' in the search box..
Good luck, and welcome!
Missy