Just because one person wants to be something he isn't, doesn't mean he can be it. Even when people do a physical gender change they still really are the gender they are born as. Nothing can change that. (Of course there are exceptions such as intersexuals which are physically different.)
About conversion therapy. Forcing someone to change never will help. A person only can change when he wants to. But I've got no problem with parents trying to explain their child(ren) something they're convinced is wrong. That's your right as a parent. That's education, something parents are giving way too little nowadays, and the results are obvious everywhere. Of course the end decisions go to the person itself, and someone who doesn't want to listen, you just eventually have to leave alone and just let do what they want.
This boy, Josh, who wanted to be a girl and wanted to be called Leelah, remains what he physically is born as. The only reason people are calling him a girl is because he wanted to be one. And I don't think that's any reason to misuse the word.
I think they should put his real name on the grave, and he should be buried as a male, because those things are what he is. We're talking about real gender here, not sexual orientation or preference.
You cannot change who you physically are. The only thing that really can be changed is sexual orientation.
Now of course I find it saddening that a person commits suicide. But it's clear to me that he couldn't handle the fact that he was who he was. He hated his parents because of this, but obviously hated himself as well.