Private confession is fantastic-it's one of the reasons I like going to a traditional Lutheran Church. I haven't gone to private confession yet with my pastor, in fact, I don't even know if he offers them. That's a good question, actually.
I'm an adult convert, grew up Catholic, was LDS for a years, am currently studying at a WELS Lutheran church. I prefer the high church aspects and theological conservatism of the WELS church over any other church I've visited.