Well, normally you start by seeing a psychiatrist or therapist experienced in treating gender issues. After a minimum of three months of evaluation (it may take much longer), if they feel you're ready, they'll write you an "HRT Letter" which recommends you for hormone therapy. You take that to a doctor/endocrinologist, and they'll develop a hormone regimen for you, including monitoring your blood levels.
As for insurance, it varies per company as to what they'll cover.
~Kate~