I do and do not believe in 'ghosts'. I base my viewpoint on the Bible's viewpoint about the soul dying when the body dies. Now, since the soul dies, what are the ghosts? Demons. They are quite cruel and only exist to make your life bad, even if it doesn't seem like it (EG, loved one waves goodbye). So, they impersonate the dead.
I personally have not had any contact with demons and I wish to keep it that way, but my great-uncle had been sleeping one night when he was a child and his matress, with him on it, was lifted into the air. My family doesn't go into great detail about it, and I haven't really inquired it to my uncle himself. Another experience was with a good friend of mine (an older fellow, 60+). He often had demons banging on his windows and doors at night and his son, who was staying with him for a short while, reported that he had seen demonic 'cartoons', as he described it, playing on the walls.