People have the right to do whatever they want to their body. It really isn't anyone's place to tell someone to do or not do something. As far as being natural, I don't consider it to be natural. But, then again, is putting make up on your face natural? Personally I think it's not natural, but many people do it daily and no one attacks them for it. Many women get their ears pierced and no one looks at that oddly. Heck, people squeeze and stuff their bodies and feet into things to appear attractive and it isn't looked down upon if done "correctly" (i.e. they look good in these items).
Now, obviously this is major surgery that could possibly kill them (depending on what they are doing and such) so I'd hope they'd think about it long and hard before just deciding to change anything about themselves. I'd hate for them to be like the women who get bigger *bleep* to please their partner only to want them reduced back to their original size later.
I'd also hope that they'd consider what they are getting into before changing. Depending on where they live, this could possibly make them an outcast. At the very least, people are going to be constantly judging whether this was right. And then they need to consider the gender stereotypes that will be forced onto them.
Personally, considering all that, I'd hope they'd figure out a way to love themselves just how they are, but I wouldn't look down on them for changing. Though, my opinion might be different if I was married to a guy who suddenly decided to have a sex change. I don't think I'd be alright with it then, but we would have to discuss all the issue.