I would not make a big production out of it, just say you are exploring and have found a church you are liking (don't go into detail what kind, etc.). How old is your sister? Can she ask your dad to go with you (if she wants)? Becoming educated in and experiencing different faiths, if you can present that as a positive, so you can understand and appreciate your own faith (without hinting that that will necessarily end up Baptist), I'd try to formulate something in that direction, as if you are still up in the air and exploring and learning, etc. Time passing with you not "coming back" will help I think?