To be honest, I don't think the answer to this question is as simple as gay, straight or bi...in reality, it's none of the above.
Gay is defined as specifically being attracted to the same sex, straight being attracted to the opposite sex, and bisexual as being attracted to both.
Well, transsexuals, whether pre op or post op are always biologically the same sex they were born, while if they get surgery and hormones they can cosmetically change that to suit themselves better, because sometimes they felt like they were born with the wrong parts. The reason I say they will ALWAYS be biologically the same is because transfemales cannot bare children and transmales cannot father children, at least not with todays medicine.
This also raises issues of how gender and biological sex are not always the same. Sometimes someone is born a hermaphrodite and the doctors will remove the wrong set of sex organs. Lets say this person had a dysfunctional penis but had a very intact and correctly formed vagina. The doctors decide to keep the penis and surgically "get rid of" (gross oversimplification, I don't know the exact medical procedure) the vagina. However, the hermaphrodite in question grows up and develops feeling like they are supposed to be a girl, perhaps because thats what they really were supposed to be. Being born a hermaphrodite and getting the wrong parts removed doesnt explain every case of being a transexual, it isn't always because of something in the womb, there can be a multitude of reasons for one wanting to change sexes. It's just very interesting I think, that's all.