I've had just the one 'experience' though I've never actually seen a ghost.
I've lived in quite a lot of places but one place made me feel uneasy.
It was a top floor flat in Sidcup, Kent, I was there for three and a half years. It was a detached house converted into three flats.
I often used to sit on the carpet in front of my stereo with headphones on and always got this funny feeling somebody was watching my back. Then after I'd been there a few months, I experienced it in other rooms.
It was quite an eerie feeling but whenever I turned round, nobody was there (of course). This feeling persisted all the time I lived there.
One day I was speaking to the original owner of the house, she lived on the ground floor and had had the house converted and sold off the two other floors as flats. I mentioned my experience and she went all kind of quiet.
When I encouraged her to tell me what she seemed reluctant to offer, she told me that around the turn of the century (early 1900's) the family that lived there had put their grandmother in the attic and starved her to death, so they could claim the house as theirs, as the place belonged to her.
Everybody who had lived there since, apparently, had felt her presence when they were in the attic, including the lady I was talking to. And of course the flat I was buying was once the attic.
So - that was kinda spooky
When I was younger me and me mates used to actually visit some supposed haunted places in the early hours of the morning, under the premise of ghost spotting but actually trying to see who'd get scared first
Do I believe in Ghosts? Maybe, I'm of two minds. Until somebody proves to me one way or the other, I'll keep an open mind.