I think that there are probably a lot of interesting things to discover from neuroscience and identity might be one of them, but as a science it's still pretty crude because of significant limitations to imaging (and major ethical obstacles too of course). It is also tricky and probably incorrect to try and draw strong opinions because of the effect of environment and brain plasticity.
So yes there have been studies (mostly very small and with some issues of bias) that appear to show that there are differences in male and female people's brains, gay and straight people's brains and transexual's brains. However they are all studies on adults and we know that people's experiences have significant affects on our brains. Male and female differences in particular (apart from the general size thing) may be entirely due to socialisation and there would be no way to tell unless someone got funding and ethical approval to scan newborns, using non invasive imaging that showed the activity of the whole brain, and then did follow up over a significant period of time, and then retrospectively but objectively ran analysis on differences (would need a huge and incredibly expensive study).
I think that when looking at issues of gender identity studies should look at the differences between the brains of those who consider they have strong gender identities and those who feel they don't really have gender identities as well as those who have such strong dysphoria they have transitioned to living as the opposite gender. And perhaps also look at the brains of other people with other dysphorias too. Oh and control somehow for all sorts of cultural and experiential factors.
In the end though do you want to be defined purely by your brain structure? Neuroeconomics suggest that none of us even have free will. That's not a very palatable idea to me!