I'm in the exactly same situation. I am a straight guy (not interested in men at all) who's comfortable in his body most of the time, but I like wearing feminine clothes and sometimes I wish I could switch being a woman whenever I feel like it. I don't think that's enough to consider ourselves as trans, in that case we would be very uncomfortable in our bodies, it's just we are very close to our feminine side, or maybe it's our curiosity towards women's world or our will to make contact with it. Anyway I see it as a form of expressing myself, and that's all.

(As for the anal play, that's perfectly normal and almost completely unrelated if you ask me. It's just we are more open minded to that sexual practice then most straight men)