I've seen The Crying Game. It's a good film but Jaye Davidson does not make a convincing gorgeous female. The way that characters want to fuck him is ridiculous.
He did look like a chick though. Just not a pretty one. If you're a trans you should watch it because even though he's initially upset and hits Jaye, the love story is kinda sweet in an odd (if you're straight) way. Shame the film became a cultural punchline.