What led you to the Church?
Jesus. Either that, or a squirrel. (Old, old Evangelical joke.)
Okay, I've never really been a fan of math, but the idea of a vector makes sense here, with my starting point being an Episcopalian background and the direction being an interest in doctrine, theology, and denominations.
Being an Episcopalian gives you both advantages and disadvantages when going between Roman Catholics and "Protestants." Both sides see something in you they recognize...but neither really trusts you 100%. Except for some of your more free-form Bible Church-type services, an Episcopalian can pretty much navigate his way among any other type of service (probably excepting the more ethno-centric services and denominations) well enough to blend in. This works to some extent in theology, too, as he can generally get his foot in the door, whether it be the Westminster Confession, the Council of Trent, or the Prayer of Jabez. Many Episcopalians have had one other unexpected impetus: the general free-fall and suicide of the denomination has caused many of those who are more theologically conservative (Evangelicals and Anglo-Catholics) to look elsewhere. The idea of Episcopalians, who tend to be as blue-blooded as you can get (my ancestors weren't, but wanted to be), being refugees is actually really funny.
For whatever reason, I was always fascinated by the differences between denominations. Part of it came from discovering that they didn't just arise ex nihilo, but formed a complicated family tree. Just as an example, Baptists arose from the old Congregationalists in New England (basically the Pilgrims and Puritans from elementary school history). These, in turn, were dissenters from the Church of England, which was itself, of course, broken away from the Roman Catholic Church. However, the Eastern churches broke off from Rome long before this. Not only that, but the Methodists later broke off from the Anglicans, eventually giving rise to groups such as the Salvation Army (an actual denomination) and Pentecostals. Sometimes there were massive differences that caused the split, as with the Calvinists and Anabaptists, while sometimes the differences were minuscule. In some cases, they've even been "resolved," although the groups still remain separated. By becoming aware of what other Christians believed I was able to consider and accept or reject different concepts and have a reason for the decision. I'm not sure why it was, as I wasn't trained in Episcopalian theology (although perhaps the culture had already claimed me), but no matter what I decided it always seemed to end up within the bounds of Episcopalianism. Maybe I should clarify.
Unlike the many denominations that have a specific creed, Episcopalianism generally only requires a belief that the Bible is the word of God, a belief in the Nicene and Apostles' creeds, and in the Chicago-Lambeth Quadrilateral (I think apostolic succession is the only major point in there). This is even distinct from much of Anglicanism, which often has a very Calvinistic flavor depending on the specific Province. Episcopalianism tends to be almost more "familial" than like a political party. I may disagree with my family members, even vehemently, but that doesn't mean we're not a family. This can be a strength, but it has also proven to be a weakness, as this tolerance has been stretched to the breaking point lately. Really, "Mere Christianity" by C.S. Lewis is a pretty good example of the best aspects of this kind of thought. Lutherans have their Martin Luther and Prebyterians have their John Calvin; conservative Episcopalians pretty much lionize C.S. Lewis. His books, especially "Mere Christianity," "The Screwtape Letters," and "The Great Divorce" provided much of my earliest reading upon becoming a Christian in high school and I'm not sure I've found anything in them with which I disagree.
Here's the thing, though: a "Lewisian" view tends to be relatively "high-church." I don't remember the source, but someone persuasively argued that if he hadn't been born in Northern Ireland, and after Vatican I, Lewis would almost certainly have been Roman Catholic. This isn't exactly self-evident from reading his more popular books; I suspect the Evangelical bookstores would be appalled if they found out. I'll bet none of them have ever actually read "The Great Divorce," as it's essentially an argument for the existence of Purgatory and I can't imagine it being sold if they knew. In any case, important concepts for this view are the quintessential English values of reasonableness and tolerance. Thus, when you see people whom you respect (including, and especially, Lewis himself) believing in things like the existence of Purgatory it makes it a lot easier to put aside what you've always heard for a moment and consider the concept itself.
For me, it was a series of things like this. Reading up on the idea, I couldn't find any basis for actually denying the idea of Purgatory, and could even see some reasons why it might make sense. The question of the canon of the Bible and sola scriptura also came up, as the Table of Contents isn't actually part of the Bible itself. Eventually, one thing led to another and I found myself knocked up with the willingness to consider that perhaps the Roman Catholic Church's claims about itself were true.
The biggest barrier for me was cultural. It would seem that every time I attended some kind of Roman Catholic event I would be appalled by something. I went to an RCIA class and the first thing they did was to enquire as to whether anyone was divorced and remarried and needed annulment. While I don't think they meant exactly what it seemed to me at the time, you can see how this would dismay an Evangelical and be downright insulting to an Anglican (see above). Even now, I feel as though I'm having to trade a huge number of good practices in exchange for doctrinal authority; to my mind it should be an upgrade (insert your own reference to the Pearl of Great Price here). It was also the kind of thing that was much more Petrine than Pauline. While I did have to prod myself to some extent, too much of it, or anything but the gentlest of nudges from others, provoked a digging in of heels and a swing back towards Reformed notions. Something that helped was to see ordinary Roman Catholics who took their faith seriously. While folks like Mark Shea and Jimmy Akin were useful in terms of understanding doctrine, people like TS O'Rama and Louder Fenn (whose has tragically dropped off the face of the Internet) provided a glimpse of everyday life. The conversions of prominent people such as Francis Beckwith, J. Budziszewski, and Dean Esmay also played a role.