There are Anglo-Catholic Episcopalians and Evangelical Episcopalians. I am evangelical. I could not go to Rome. I hold to too many of the sola's. I would not go to a mainline reformed body, but likely the PCA or Orthodox Pres.
Lots of evangelicals have done it. See "Evangelical is Not Enough" by Thomas Howard. What "Rome" actually is, and what Rome is "sold as" by many Protestant denominations are vastly different.
The Anglican Church's structure and it's strength is the fact that it is not sola-scripture. The Anglican Church is built on what is essentially a three part tradition that incorporates scripture, predictable worship, and respect and honor for the saints and great theologians that have preceded us.
Scripture is the essential core of the faith that lays the ground rules and provides the truth about everlasting life in the service of our Lord and Saviour.
Traditional worship protects us from straying into the realm of "openess" while free-flowing worship invites problems similar to the problems we have seen in the Episcopal Church today. The beauty of the traditional Anglican service not only appeals to our aesthetic senses, but it also ensures that parishioners are reminded of the ten commandments weekly, that the life, promises and sacrifices of Jesus are commemorated predictably, and that our original vows of service are renewed.
Thirdly, the Anglican church recognizes the saints and theologians who have come before. The Tradition is built first on the good news, and secondly on the studies of men who gave their entire lives to service of the Lord. There are few men alive today (Catholic monks come to mind) who turn themselves over entirely to God, shunning all worldly influences.
The PCA church, while solid in its behavioral conservatism, makes the mistake of dismissing lightly all tradition and most theology. The PCA is also peculiarly obsessed with predestination -- Calvin himself would be distressed at the over-emphasis of predestination at the expense of forgivness-seeking -- and has also tossed aside many of the conservative guidelines that made traditional Presbyterian worship the success that it was the first centuries of its existence.
The PCA church is wonderful and fills a niche, but unless it is very careful, it, too, will slide into the evangelical mode of using single-line scripture interpretation to justify any action or reaction.