Typically you would start by finding a therapist who is versed in gender issues. Most doctors will require a letter from a therapist before they will allow you to start hormone treatment, or other medical transition. Most therapists will want to see you for at least 3 months before they will write that letter.
As for good places to live, I would say almost any major metropolitan area north of the Mason/Dixon line is good. San Fransisco is an obvious choice, but awfully expensive. I've found that the Minneapolis/St. Paul area has a very active trans community, and an open-minded population. (Minneapolis was the first city in the U.S. to protect gender-variant people from discrimination.) I believe much of Europe is pretty tolerant as well.
But then, unless you feel you would be in imminent danger from your family if they found out, there is no need to go dashing off to the other side of the country/world right away. The transition process is very slow, and it will be a while before anyone will be likely to notice anything. And you may find that as you gain confidence, you may not need to take as drastic measures as you might expect. Granted, I'm going the other way, which is in most respects easier, but I've been surprised at how much of a non-issue my transition has been. Even my Rush Limbaugh-loving uncle, and my shipping dock co-workers have taken it in stride.
Obviously, you have to make your decisions based on your own situation. I'm just saying, don't be too hasty in making those decisions. Good luck!
Edit: I see Muffin posted much of the same thing I did while I was typing.
It must be good advice, then.
