Baines married his wife, Linda, in 1980, and they have three children.
Baines was made a deacon at Petertide 1987 (5 July) by George Hacker, Bishop of Penrith, and ordained a priest the Petertide following (3 July 1988) by David Halsey, Bishop of Carlisle, both times at Carlisle Cathedral. His first appointments were as assistant curate at St Thomas' Church, Kendal and St Catherine's Crook. He then moved to Leicester, becoming briefly associate minister of Holy Trinity, Leicester, and then Vicar of Rothley (1992-2000), during which time he was also chaplain to an adult mental health unit, before becoming Rural Dean of Goscote in 1995. In 2000, Baines became the Archdeacon of Lambeth in the Diocese of Southwark. He also oversaw the diocese's children and youth policies and was a member of the General Synod of the Church of England from 1995 until 2005.
Baines was then appointed area Bishop of Croydon in 2003, succeeding Wilfred Wood. He was consecrated by Rowan Williams, Archbishop of Canterbury, at St Paul's Cathedral and installed in Southwark Cathedral on 8 May 2003.
The confirmation of Baines' election to the see of Bradford was on 1 April 2011 and he was enthroned at Bradford Cathedral on 21 May 2011. On 29 May 2013, he consecrated Nick Dill as Bishop of Bermuda on behalf of Justin Welby, Archbishop of Canterbury.
On 4 February 2014, it was announced that Baines would become the diocesan and area Bishop of Leeds upon the confirmation of his election on 8 June; he was acting diocesan and area bishop from 22 April 2014 (he was licensed as an honorary assistant bishop of the Diocese of York to facilitate the acting role.)