Full list here, if you're curious:
Agender
Androgyne
Androgynous
Bigender
Cis
Cis Female
Cis Male
Cis Man
Cis Woman
Cisgender
Cisgender Female
Cisgender Male
Cisgender Man
Cisgender Woman
Female to Male
FTM
Gender Fluid
Gender Nonconforming
Gender Questioning
Gender Variant
Genderqueer
Intersex
Male to Female
MTF
Neither
Neutrois
Non-binary
Other
Pangender
Trans
Trans Female
Trans Male
Trans Man
Trans Person
Trans Woman
Trans*
Trans* Female
Trans* Male
Trans* Man
Trans* Person
Trans* Woman
Transfeminine
Transgender
Transgender Female
Transgender Male
Transgender Man
Transgender Person
Transgender Woman
Transmasculine
Transsexual
Transsexual Female
Transsexual Male
Transsexual Man
Transsexual Person
Transsexual Woman
Two-spirit
Last I heard, you have to be using the English-US version of the site to have the "custom" gender option, but I assume it will eventually be available elsewhere as well.
So, for the Facebook users among you, do you plan on taking advantage of the new options? How do you feel about this in general?