You guys sure have some creepy stories.
I myself am a complete believer. I believe in greater powers, not necessarily 'God', or 'Buddha', or 'Allah', or whoever else religions deem to be out there (no offense to the religious people here!), but many powers. I believe in reincarnation, and I believe in ghosts.
I've only ever had a couple of personal experiences with them. When I was a young child, my grandfather had a wonderful dog, ironically named Angel. One day she went missing and never returned. Years later, I awoke late one night. I shared a room with my older sister and I saw what was unmistakeably the shape of Angel hovering over her bed, even though it seemed to made of the most beautiful, rainbow coloured static. She turned to look at me when I sat up, and gave me her trademark doggy smile. She disappeared after that, and I simply rolled over and went back to sleep.
Another night, only a few years ago, I woke up and could smell my grandfather - you know how people have their own scent? I couldn't sleep for the rest of the night, the smell was so strong and I couldn't understand it. I spent the next day with friends and, upon returning home that afternoon, learned that my grandfather's brother had died early that morning.
As for physical evidence... I went on a ghost tour for my sister's 21st birthday. I was looking through the photos a year later, and saw something in one of the photos. In one of the windows, I saw the face of a little girl. I showed my mother, she saw her and a woman. My grandmother looked and saw both of our figures, as well as a man. Earlier this year I sent the image to a new friend who was very much into ghosts. She played with the photograph on the computer, adjusting brightness and contrast, playing with everything she could. She found one face that just would not disappear, and it wasn't any of the ones we had seen. It was a woman staring out of the window, and we had never seen her before, although she was so clear now. But of course, that isn't the creepiest part.
I was researching my grandmother's family for a family tree and found some information on what would be my great great great great something or other uncle, and when he came to Australia. He came over with a good friend of his, his wife, and their daughter Mary Elizabeth. The same Mary Elizabeth who was married to the man who built the building where I took the photo.
A few months after this, I was doing some more research on the house, and found a blog from the new owners. It said that the building was reported as haunted and, although they themselves hadn't seen anything, there were many reports of seeing three figures in the halls - a man, a little girl, and a woman, believed to be Mary Elizabeth.
If you ask me, that's either something 'supernatural', or one heck of a coincidence.
This post is getting long, so I'll just quickly summarize a few other things. My friend and I did some 'ghost hunting' around town last year and got a few interesting photographs. One was taken from inside the car whilst we were travelling at around 60 km/h. There was a blur of bright white through the photo, going the same direction as the car. Another featured a misshapen bright gold 'orb'. Another was a pale blue orb in a photograph of my father, and when I zoomed in on it, I swore I saw my nan, his mother. There are plenty more, including strange 'orbs' in my house, and then there's the case from a few years ago of my MP3 player which went missing, only to be found weeks later on my book case, still working but with all song names etc written in Japanese.