I'm with (most of) the others. I don't believe in ghosts. There is no credible evidence for them.
I DO believe that things happen that cannot be easily explained. Add an over-active imagination to that, and you've got a "haunting".
I have seen things I can't explain (whilst perfectly sober :) ), but I seriously doubt there was anything spectral about them.
They make nice stories for late nights, though, and they probably get exaggerated in any re-telling too!