I'm considering Catholicism, Conservative Judaism, and Baptist Christian.
That's quite a unique list. I concur wholeheartedly with Libertas's statement about fulfilling your Jewish roots.
Do you mind if I ask why you chose those three? If you're already Jewish you wouldn't have to "convert" to Conservative Judaism, but simply find a Conservative congregation to join, no?
Going to one of the other two is certainly more of a change, and as I'm sure you know based far more on belief than ancestry(esp with Baptists). Just as Libertas could probably help you with Catholicism, I could try to steer you in the right direction with regards to finding a good Baptist church.
The only thing that really binds Baptists together is a belief in believer's baptism. Other than that, you have quite a bit of diversity. You have a whole range of liberals and conservatives, Calvinists and Arminians(and those who fall in between or even hyper-"Calvinists"), traditional and contemporary worship styles, younger congregations or older ones. There are a lot of differences within even the Baptist groupings, so that makes it a little more complicated. Some differences you should know:
Southern Baptist Convention: this is the largest group. They generally aren't Arminian or Calvinist; they hold to eternal security of the believer, or "once saved, always saved", but reject that Christ died only for the elect. There is a large and growing Calvinist contingent within the convention though. They are usually moderately conservative. There are big and small congregations, ones full of young people and ones full of old people, some contemporary, some more traditional. Honestly if you were seriously interested in going to a Baptist church, a mid-sized young SBC congregation is prob what you'd want to look for.
American Baptist Churches: a mainline(aka liberal) denomination. They ordain female pastors and are far more lenient in what they let individual congregations do. Generally more gay friendly, less politically active, have more black members as a percentage than the SBC. You'd be far less likely to find a congregation full of young people. I wouldn't really recommend them.
Freewill Baptists: I don't know if there would be any up near you, but they're pretty good people. Arminians, young or old, traditional worship style.
Independents: this is the grouping with some variation, generally conservative but otherwise there's too much difference from church to church. They can be of any size, age group, racial makeup, worship style.
Independent Fundamental: Stay away from them. They are almost always KJV only, very conservative, often very legalistic.
Reformed Baptists: Calvinist Baptists. Conservative in theology but not legalistic, generally their services are a balance between contemporary and traditional. Racially diverse, usually very friendly people. They just decided to create their own grouping about 15 years ago, so they're small but growing.
