I have observed that there is a practice of using the the prepositions in, with, of, and by interchangeably when referring to the baptism in the Holy Spirit. Since they all have different meanings they cannot all be correct. Since baptize means to immerse, "in' would seem to be the correct choice. The use of"by is the most misleading, since it refers to a different baptism.
5 Romans 6:3
Know ye not, that so many of us as were baptized into Jesus Christ were baptized into his death?
6 1 Corinthians 12:13
For by one Spirit are we all baptized into one body, whether we be Jews or Gentiles, whether we be bond or free; and have been all made to drink into one Spirit.
For as many of you as have been baptized into Christ have put on Christ.
LUKE 11:9-13 GIVES US OUR MARCHING ORDERS!