Greg,

"In his Journal, Wesley bemoaned the decline of superstition, the advance of human thought and the more peaceable reign of Christ on the earth, in the following words: "It is true likewise, that the English in general, and, indeed, most of the men of learning in Europe, have given up all accounts of witches and apparitions as mere wives' fables. I am sorry for it. . . . The giving up of witchcraft is in effect giving up the Bible!"

There is another quote that I'll try to find for you advocating the burning of witches.
He was a Calvinist.

Frank