I'm not of a Wesleyan background, but I attended a Wesleyan college (Asbury) and so had the Wesleys shoved in my face for a few years.
John Wesley was an avid reader of the Church Fathers, and used them frequently. He definitely had a sense of theosis (though it was colored by a very Protestant understanding of Original Sin and Total Depravity).
He also had a sense of Church. As a priest in the Church of England, he would not break from them to form the Methodist Episcopal Church until he was ordained bishop. This "happened" at the hands of an illicit (deposed, IIRC) Greek Orthodox bishop. Of course, at least two bishops are needed to consecrate another, so it was by no means valid even if the bishop in question had not already been a roaming vagante. He also assisted Wesley in the ordaining of a few presbyters for the new Methodist Church. My point being, Wesley had an understanding and adherence to apostolic succession (though, obviously, a Protestant one).
He also defended the Ever-Virginity of the Theotokos...as did nearly all Protestants (save the radical reformers) until the last century or so.
In short, Wesley was a classical Protestant. Granted, he came a little late, as many traditions were being or had been abandoned by other Protestants in the 18th century that had been defended by the likes of Calvin, Luther and Cranmer only a few generations before. I don't see a big difference between him and those earlier reformers, as far as "closeness" to Orthodoxy is concerned. We forget how Catholic the Protestants of centuries gone by actually were, given their own short history and rapid loss of nearly all traditional visages of Christianity.