Little Pushka, it really makes no difference where you go, but some places will make a point about membership if you haven't gone through their whole 'joining' procedure.
I was 'christened' in the Church of Scotland (presbyterian, a bit like the United Reformed in England) and went to one of them until I was about 22.
Then we (dh - then engaged - and I moved to the Scottish Episcopal Church (Anglican), not because of anything about the denomination, but because we liked the congregation, style of worship, etc ..
We remained in the Anglican church until 2 years ago, when we moved house and the church we chose to go to was Baptist. Again, because we liked it, we liked the style, the children's work was brilliant, they were interested in things we were interested in (not all churches are). But to join that church we had to undergo believer's baptism by full immersion, which we did.
We had both theologically come to the point where we felt this was necessary anyway and had not had our own children 'done' in the Anglican church, as we were uneasy about them not having the choice.
So you can go where you like - most churches will be delighted to see you!