I think it's great that you want to continue to be physically active. However, if you truly wish to transition MTF at some point, I would go very easy on the weights and muscle building routine.
Once you start HRT, you will definately find both your strength and endurance to be challenged. I saw my marathon times rise by 30 some minutes over 4 years while on hormones.
Also, you will see muscle mass loss. It will vary though based upon your genetics and amounts of HRT. I lost about 15-20 lbs and most of it was muscle. I also had implants partially placed under the chest muscle. This will absolutely reduce your ability to do push ups or bench press. They actually cut and separate the muscle from the chest and you will not be able to even do this sort of exercise for about a year. After that, it may hurt or strain a lot to do this sort of exercise too much.
I did go back to exercising and even hit the gym post-op. But, I did go easy on the weights- so as not to hurt myself and also not wanting to bulk up. I did see an immediate return to some muscle definition when I was working out even twice per week. I now focus more on cardio and very light dumb bells and very light weights with only 1 set of reps. I don't want to look like I'm into female body building!
You can still get into self defense, but you'll just be doing it as a women with a woman's body and limitations. This wouldn't bother me, personally. Good luck!