I've never seen a ghost but I had a 'False Arrival' experience years ago which was pretty kool, here's the full story which i've posted around the net in various supernatural forums-
FALSE ARRIVAL
One Saturday afternoon in the 1970's when i was in my 20's i was home alone while the rest of the family were out shopping in town, and i spent the time up in my room building a plastic model ship.
Around teatime i heard voices in the street outside that sounded like the family returning, then i heard our front gate unlatch, then i heard the key go in the front door, then heard their voices and footsteps come into the hallway.
Then there was dead silence.
I went downstairs to greet them but there was nobody there, i looked in the living room, kitchen, even the garden and garden shed, but nothing, they were nowhere to be seen.
I assumed they must have gone out to do a bit more shopping up the road , and i went back up to carry on with my ship.
After about an hour they came back and i asked my mother if they'd arrived earlier and gone back out again, but she said no, and hadn't a clue what i was talking about.
So i just put the earlier arrival down to a trick of the mind or a "waking dream" or whatever, and felt fascinated and privileged to have experienced it.
A few years later i happened to learn from a paranormal book that the phenomenon is fairly common, and is called "False Arrival", where somebody hears one or more friends or family members come into the house, followed by silence.
But the F.A. that led me to develop a theory on the subject was one featured in a TV docu about people who've had odd experiences.
The manager of a small engineering firm said he was working late on his own one night doing the accounts in the old control tower on a disused airfield where his firm was renting some hangars , when he heard footsteps plodding up the stone stairs and stop outside his door.
After a short silence he impatiently called out "Well come on in then!", but nobody did. He went and opened the door but there was nobody there.
Okay here's my theory - we're all born with a "psychic shield" or "force field" or "buffer" around our brains to protect it from - dare i say it - demons and other assorted supernatural phenomena.
But if we're engaged in doing something that requires a lot of mental concentration, like me building that fiddly model ship, and the manager concentrating on his accounts, our "shield" is weakened because we're draining power from it to concentrate on tasks that require a heavy mental workload.
Hence, both of us experienced false arrivals or "visitations" by - who knows? Perhaps a whole troop of demons impersonated my family, i just don't know...
Oh, and here's something else - we hear of students killing themselves after prolonged heavy swotting for exams, so maybe they were concentrating so hard on their studies that mental power was drained from their shield and all sorts of nasties got into their heads...
Maybe thats why the Sabbath is meant as a rest day for us to relax and re-charge our shields?
And maybe prayer is another way to re-charge, by logging onto God and getting a power download?
I also heard of one FA that happened to two people in the street, they left their house with a friend, but halfway down the street the friend realised he'd forgotten something, so he ran back to the house to get it, and his two friends strolled slowly on. Soon they heard his footsteps running up behind them but when they turned round he wasn't there. Shortly after, he came running up for real.