Definitely sign me up for the "Wesleyans who love Calvin" club. I teach excerpts from The Institutes every year, and I've worked through the whole book cover to cover five times (three with students in seminar). There is no better way to learn the craft of theology than to work through The Institutes. Calvin shows his work: he always lets you know what he's after, what he's afraid of, and why he's doing things. He brings you along with him, and requires an active and responsive reader who is willing to make costly decisions all along the way. He never just lists a series of truths in the "Ten True Facts About Angels" style; he is always asking, at every point, "What can we be saying the gospel itself while teaching on every subject in theology?" He called The Institutes little, and really believed it: his commentaries of course dwarf it; his Job commentary alone equals its page count. He wrote a systematic theology that succeeds in pushing the readers out to Scripture itself, where they have to deal with the living God, not Calvin. The first time I read The Institutes I was in seminary, and he talked me into infant baptism with his testament-spanning arguments. The third time I read The Institutes I was a new professor, and he talked me out of infant baptism in spite of himself, because of the weakness of his argument. I don't think I ever leave a Calvin experience unchanged.
Turning from Calvin to the Calvinists, I'd also be willing to host the meetings for a "Wesleyans who love Calvinists" club. I'm going to ignore the left wing of the Reformed tradition here (it's not just the Wesleyan tradition that has generated its share of liberals), and focus on the side of the tradition that is either evangelical or within hailing distance of conservative evangelicalism.
The Reformed tradition has produced a whole series of great theologians. On my very short list would be Jonathan Edwards, John Owen, Ursinus and Olevianus (that is, the Heidelberg Catechism in particular, but also Ursinus's exposition of it), and Karl Barth (I said "within hailing distance"). But many more are waiting in the wings; Calvinism has a deep bench.
There are probably a lot of reasons why so many good theologians come from this tradition. But the most important is surely that the Reformed have excelled at getting the central message of Scripture right. They emphasize the glory of God, and trace all of God's ways back to that ultimate horizon in one way or another. I think that has been a beacon that has drawn a lot of the most faithful and creative theological minds to that tradition. On a related note, I think Ephesians is the key text for the Reformed tradition at large. Not that Ephesians trumps any other book in the canon, but Calvinists have long known that in that letter, Paul stands tip-toe on the highest point of the revelation and insight given to the apostles, and gives a panoramic overview of all God's ways. I don't just mean the occurrence of words like election and predestination in chapter 1, I mean the vast sweep of God's purposes in the recapitulatory economy (1:10), and how it makes known his eternal character as Father, Son, and Spirit. Calvinists from Thomas Goodwin to John Webster get this. If I were to start a theological Ephesians fan club, more Calvinists would show up than anyone else.
Sanders goes on to explain why he's a self-described Wesleyan and not a Calvinist, so be sure to read the entire interview.
As a Calvinist who loves Wesleyan hymnody and the evangelical focus of the Wesleyan tradition I really appreciated Sanders' perspective. I can remember as a child hearing "Calvinist" used as a pejorative from the pulpit, though I'm pretty sure what the preacher meant by Calvinists was anyone who believed in "eternal security" i.e. Baptists. By the same token it's unfair for Calvinists to call Wesleyans "Pelagian" or "semi-Pelagian". The bottom line for me is that regardless of how we choose to label ourselves, if we can confess the grand central truths of the faith as expressed in the ecumenical creeds, we're all part of the one holy catholic and apostolic church -- which contra our "uppercase c" Catholic friends -- includes the heirs of the Protestant Reformation.