Yes. I quit smoking, stopped drinking, restarted exercising, and changed my diet to lose weight. All of that wasn't so much to look feminine though but rather that the HRT cured my depression. Two years in I'm still at it.
In my opinion, unless you start out really skinny, losing the fat around your midsection is one of the more important things you can do as that fat results in a typically male shape. Besides, it really improves your health too.
Conform and be dull. —James Frank Dobie, The Voice of the Coyote