Not sure if I believe, but I have had strange experiences.
When I was about 4 years old I was sleeping in my Aunt's basement in my cousin's, who was away at college, bedroom and my parents were sleeping upstairs.
During the night, I woke up and I saw a little dark haired boy at the foot of the bed. He told me to go upstairs to my parents. I got out of bed and turned around to find out who he was, and he was gone. I went upstairs and slept with my parents. During the night there was a fire in the basement. It wasn't very big and the smoke alarm went off and my uncle put it out before it got very big. But it was still very weird.
Another time, my DH and I were staying at a local "haunted" hotel and when we woke up, all the glasses had fallen off of the table and a glass of water had tipped over. Neither of us had gotten up in the middle of the night, so I have no idea how they could have gotten from the back of the dresser to the floor, while the vase stayed on the dresser.
One creepy thing about this whole thing is that if there ARE ghosts, does that mean they are watching us right NOW??? Does that mean they see me sitting her nekked on the PC?? I mean, I don't really want my grandfather looking over my shoulder while I read a steamy novel

. hehehe. Some privacy here please, ghost people!