In response to your inquiry, it seems to me you're in a situation where you have a very refined expectation of what you want - you want to marry a perfect princess, for the lack of a better analogy - which makes you dismiss everything that doesn't meet up to that standard. Granted, the women you've met are pretty fucked up and it doesn't really support my point that well.
I still suggest you give this one a shot. He (or she) will have the same feelings for you any other woman could have. Just because he's a transvestite doesn't mean the relationship can't be true.
In any case, you should definitely talk to him about the way you feel towards his revelation.