Transvestite - quite common - males who dress as females, often with wigs, jewelry, long hair, cosmetics, breast implants. Also females who dress up as men, usually with beards that result from testosterone injections.
Transsexual - very rare - a transvestite who has had their penis surgically removed or vagina replaced with a penis.

Hermaphrodite - EXTREMELY rare, in fact few people realize they exist. People who are born with BOTH a penis and a vagina although technically they are males with both an X and Y chromosome. When born, these males with both a penis and vagina often have their penises removed and are raised as females, and may never even KNOW they are actually males.