Wow, this thread is great! I just came out to my brother over the weekend. I was also very nervous about it. Actually I had been wanting to tell him for more than a month, but never found the right chance (may be I was just too scared).
Anyway, on Saturday night, while we were playing video game together I finally found the courage to say to him that I needed to talk to him. And after I told him about me being trans and am seeing a doctor, his reaction was just, "yeah, a lot of people are like that" and he was completely fine with it. He also mentioned that his friend's cousin is also trans (MTF). I was so surprised that he took it so well. Granted he may have been expecting it coz i've never been like a sister, I think we've always been brothers.
But the feeling afterwards! I felt so relieved, liberated! And suddenly I felt like I was finally able to be a complete person in front of him. Before there was always part of me that I hid from him. Now we can talk about anything! It is great!! I am so glad I have amazing siblings!