Mad Max,
It has to be rough on many of those who come out of JW and join Christian churches in that before, you were told what to believe, what to read, what not to read, and when you could learn. You were spoon-fed WT doctrine and expected not to deviate. Then you come out into the Christian world and there are all these different denominations and independent churches with their different understandings and teachings, and you are left on your own to sort it all out. Or maybe you immediately join a particular church and learn their teaching, only to find out that other Christians have different views which they believe are just as, if not more, justifiable than yours. In short, ex-JWs must now learn to think for themselves. It can be enough to drive some back into JW, or away from Christianity altogether. I know JWs point to this "confusion" as evidence they have the truth ("God is not the author of confusion" they would say).
Your reference to being baptized by fire comes from a statement by John the Baptist: "I baptize you with water for repentance. But after me will come one who is more powerful than I, whose sandals I am not fit to carry. He will baptize you with the Holy Spirit and with fire" (Matt. 3:11, also Luke 3:16). There is disagreement in interpretation over what the fire refers to. In your reference, the fire is associated by your group with the "tongues of fire" that appeared over the 12 apostles at Pentecost when they proceeded to speak in foreign languages they could not have known, so the fire is directly associated with the outpouring of the Holy Spirit and would be considered a good thing. The other interpretation is that the fire John refers to is the fire of judgment, for he goes on to say, "His winnowing fork is in his hand, and he will clear his threshing floor, gathering the wheat into his barn and burning up the chaff with unquenchable fire" (Matt. 3:12, also Luke 3:17). I personally lean toward the latter interpretation. Isaiah 66:15-16 tells of the fire of judgment on the earth, and Isaiah 4:4 speak of fire as a cleansing agent. Also, the "tongues of fire" never appear again in the book of Acts where manifestations of the Holy Spirit are mentioned.
This "baptism of the Holy Spirit" comes exclusively from the book of Acts. It's relevance for today is, frankly, a source of controversy. All Christian churches I know of that hold to the Apostle's Creed agree that a person receives the Holy Spirit when they turn to Jesus as Savior and Lord--this is necessary for eternal life, and these people are referred to as being "born again" (from the book of John, Chapter 3). Some groups, most notably the Pentecostals, hold that there is a second gift, a filling of the Holy Spirit, that manifests as speaking in an unknown (unknown to the speaker) language. Typically, they cite Acts 8 where Philip proclaimed Christ in a city in Samaria. The people had believed and been baptized, then in vs. 14-17:
"When the apostles in heard that they had accepted the word of God, they sent Peter and John to them. When they arrived, they prayed for them that they might receive the Holy Spirit, because the Holy Spirit had not yet come upon any of them; they had simply been baptized into the name of the Lord Jesus. Then Peter and John placed their hands on them, and they received the Holy Spirit." (See also Acts 19:1-7).
The majority of churches maintain that there is only one gift of the Holy Spirit when the person believes, and cite Paul in Romans 6 where he writes about being "baptized into Christ."
There are exegetical (interpretative) problems for those who want to make a doctrine out of this "second blessing." While I don't deny that it does happen, to make it the rule for all Christians cannot be supported, IMO, from Scripture.
The main controversy over this stems from the problem that it creates two classes of Christians, the "haves" and the "have nots." Whether intentionally or not, those who have not experienced this are left to feel cheated, deprived, or that they do not have faith by the words of those who claim they have (some may make the claim just to feel they are part of the "haves" group).
I agree that sometimes the Holy Spirit does manifest Himself in miraculous ways, and if that happens to you--rejoice. And if it doesn't--rejoice. Don't make getting this experience your priority, and don't permit yourself to get depressed if it doesn't happen. Just continue to seek God's leading for your life and what He would give you. More valuable than the spectacular manifestations are the subtle ways He helps us in our daily lives. As a pastor of mine once said, "What's important is not how high you jump, but how you walk when you come down."