I don't know any Baptist church that observes ash Wednesday (although I am sure there are some). Having been rescued out of the Roman system, I have a distaste for anything that even smells like Rome. I don't see the biblical mandate for it, so it is not something I would practice.
As far as giving up something for lent...I'm not favorable towards the practice. If I am going to give something up for lent, I might as well give it up all together. Why limit self-sacrifice to just lent?
Anway.....just my