I recommend that all Anglicans interested in growing in deeper knowledge and love of God, and in holiness, seek out a spiritual director. A spiritual director may or may not be the same person as your confessor, but often they are the same. The spiritual director acts as sort of a 'coach' in the Christian life. He is someone who can help you develop and maintain a Rule of Life (Thornton), and he is someone to bounce ideas, hopes, and frustrations off of. It is not meant to be counseling in the psychological or emotional sense, though there may be some overlap once in a while.
My spiritual director also serves as my confessor. He is an SSC priest who resides here in my fair city. We get together once a month for confession and direction. He has been very helpful to me, and has helped me view my spiritual life more holistically. For instance, he talked about regular exercise as being part of a balanced Rule of Life... something I had never thought of. A few years ago, I went to a legendary, really old Sulpician priest (Fr. Vincent DePaul McMurry) for spiritual direction. He was not my confessor - only my director. He was great too. He would talk about how beautiful the catholic faith is, and we would reflect on that in all sorts of interesting ways.
I have found that you have to really look around for a good spiritual director. It is like finding the perfect "hang out". You have to ask others, and pray that God would send you to the right person. It can be hard at times. And sometimes you strike out a lot before finding the right one. Even Roman Catholics have trouble finding good spiritual directors sometimes. Once you find a good spiritual director, though, go to him regularly with an open mind and heart - even if you consider yourself to be fairly "advanced" spiritually. There is always something new to learn, and greater levels of holiness to attain.