Thank you for the warm welcome, I needed that

As long as noone minds life stories, feel free to skip it all if you do.
Somehow it is much easier to use the Internet for me. I don't have to face anyone's reaction that way I guess. I think I just need to know that someone out there knows how I feel and what I am going through. That will make me feel so much better.
I am a 30 year old male and I am married with no children. My wife is my best friend in the world, we have known each other for 6 years and have been married for 2. Before we were married I told her, the first person I have
EVER told, about my incongruent gender feelings. I felt she had a right to know. I also told her that I was marrying her because she is my best friend and I love her, but that I never forsee me being happy with my life because of those feelings. I was as honest as possible with her. She took it suprisingly well. Basically, she doesn't understand, she doesn't want me to talk about it, and she pretends it doesn't exist.
Well, 4 months ago she wanted me to see a therapist for depression. I have been depressed for as long as I can remember, but it had gotten to the point where it is affecting our relationship. All I do is go to work and come home and go to sleep. Things are getting more and more difficult to deal with. Anyway, I have been seeing a therapist for the last four months. I was diagnosed with Severe Chronic Depression I started taking Paxil and I am doing all of the things he has me do for depression.
Every session he asks me if I am still doubtful whether or not therapy will work, and every session I tell him that I am more than willing to try the therapy, but I have my doubts as to its effectiveness. Well my last session I guess he got perturbed, or upset, I am not sure which, he may have just been curious, I don't know, but he said, "The combination of therapy and drugs works to cure depression in a very statistically significant number of cases, what makes you so different?" I don't know what happened within me, I guess I broke down, but I started crying and had to have a 5 minute break. After I had collected myself a little bit, I went back in and with 5 minutes left in my therapy session, I told him about me... the real me. To which he responded basically, "So do you prefer men? I work with homosexuals all the time." I really don't think he understands at all where I am coming from or what my life has been like.
That was two days ago. I have been suicidal for a long time but I have never acted on it and have never attempted it because I care very much about my family and I know how it would hurt them. However, in the past two days I haven't slept and have eaten very little. I don't have very many friends at all, and certainly noone I can talk with about these kinds of things, not even my wife because she wants to pretend this doesn't exist.
I can't help but think that just maybe it's my time to go. I mean, my mother passed away about 10 years ago, my father would be devastated if I told him how I feel, my wife and I have an uncomfortable feeling between us because of my depression which is only getting worse not to mention the fact that we have this HUGE issue that affects my life and every part of it that can't be discussed, and my therapist has no idea how I feel and I don't think he really cares to know. My brother would miss me horribly.
There HAS to come a point where suicide is a viable option. Where is that point? If I were to tell my dad and brother the absolute truth it would hurt them more then if I were to have died. If I were to die, my wife would be sad, but at least she would be able to get on with her life. My work would miss me, but only because I am really good at what I do, but they could hire someone else. The only thing it's not best for is my puppy. I would never be able to go through the transition, I have read on how difficult it is, and I am not a strong enough person to do that, nowhere near strong enough. Not to mention the fact that I look like an ogre in a dress. I hate the way I look, I hate the way I feel, I hate being me, and I can't stay the way I am, I am a wreck, and it's only getting worse.
I guess my question is, where do I go from here?