Transvestite and Tranny are terms that are considered derogatory so we do not usually use those to refer to ourselves. Most of us just use the MTF or FTM transgender. Transsexual is usually reserved for a transgender person that has gender confirmation surgery.
In reality transgender is not even a correct term since we have always thought ourselves as the gender we are transitioning to. Especially since gender is a sense of who we are and not the body we are in.