Hi changeling,
I can relate to a lot of what you said. Like you I have a strong male identity, I like going the gym, sports, etc.
Clearly everybody has both male and female aspects of the personality, and in our society males are not allowed to express the feminine side. This means that 'normal' (in the sense of convention) is decidedly abnormal (in the sense of balance, happiness, etc.) One of the best ways to cope is to have a healthy sense of humor about the whole thing. When life is a joke, it's better to laugh than get angry or depressed!
I thought for years that I would be the one exception to the rule that 'the itch never goes away.' I was wrong -- so far, at least.
Another thing I've noticed is that after decades of lifting weights, I've acquired numerous chronic tensions in my muscles and ligaments. It seems to me like, all sexual identity issues aside, one of the subconscious motives for crossdressing is that it gives my body a chance to heal and relax, or simply move and stretch in new ways.
One thing that has changed, however, is that I've re-examined how much time I want or need to spend in the gym. I've quit worrying about my muscles, and even let my membership lapse (partly for financial reasons). As a result I feel much better overall. It seems like when I push myself physically too much, the feminine side rebounds as with a vengeance. I now still oscillate between male and female, but try to keep the swings less extreme, either way.
I'm still more or less closeted, but mainly because there's not much opportunity to dress in public. My 'alibi' at this point is something like: I choose to live as and fulfill with genuine interest my social responsibilities as a male, but I think it's important to understand my feminine side -- so I've developed the hobby of learning to use make-up at home, just to gain skill. That way I can buy cosmetics or women's clothes without feeling guilty or sheepish about it.
Hope this helps.
Cathy