Yeah, coming out is strange; you know it's right, you need to be honest with people as well as yourself (since it can also help you to get used to the idea), but when it comes down to it, it's one of the hardest things to do. I rehearsed in my head what I'd say to my housemate, but when sat down with him explaining it all, I was sweating buckets out of nervousness. I was in a similar state when explaining to my other friend. I do feel that, although nerve-wracking, face to face is the best way - it's easier to gauge their reaction through reading their body language and their expressions.
Tell you what, after explaining to those two, telling my parents - one of whom first alerted me to the fact that there was a problem - will be a breeze. Over the phone maybe, but I really need to tell them now.
But yeah, the fact you're already seeing someone should help your case; they at least know you're serious that way.