First, read Spook by Mary Roach before you decide whether or not you believe in ghosts. That should be required.
No, I don't believe in ghosts. As I've said elsewhere, I've read far too many books on the human mind and how incredibly fallible it is to believe in something like ghosts. Occam's Razor states that all things being equal, the simplest explanation is usually the correct one. What is simpler? That our brains aren't perfectly logical machines; that they're hardwired to jump at shadows, be afraid of the dark, and to find patterns and images where there are none? Or that, breaking the physical rules that the universe follows, dead people are hanging out in our homes for eternity, fucking with electricity and turning our faucets on and off? Here's a hint: violating the laws of physics is always the more complicated option.
If you want to believe in ghosts, fine. Humans seem to have a real knack for believing in that stuff. If it's not ghosts, it's demons. If it's not demons, it's alien abductions. But at least attempt to exhaust the natural reasons behind things before you jump to the supernatural.
For the record, I'm a former paranormal investigator and psychic. I'm now a skeptic. Anyone who knew me back when I was into the supernatural stuff would vouch that I was highly psychic and always seeing ghosts. Then I picked up a book on how the mind works. I know now that I was never psychic, just observant. And the ghosts I was seeing? A mixture of wishful thinking, hallucination, my eyes playing tricks on me, group hysteria, and imprecise memory (all memory is imprecise, which is why eye witness testimony in trials isn't usually considered good enough to convict someone).
If you want an example of how memory can be molded, here's a story for you:
I have a very clear memory of my mother getting up in the middle of the night to go to the bathroom and forgetting her head. Literally. For some reason or another (probably a nightmare), when I was quite young, I was sleeping in my parents' bed. I was just starting to nod off when my mother got up to go to the bathroom. My memory of that night always omits her head. She simply didn't have one. She was wandering around the bedroom like Mombi from the movie Return to Oz (for the record, Princess Langwidere was the head-switching character in the Oz books). To this day, this is my memory. Now, was it real? Obviously not. But that's what I remember. And that's the nature of memory.
I also want to go on record as saying that I love ghost stories and horror movies. Halloween is my favorite holiday on the calender and I love going on haunted house/city/whatever tours when I go on vacation. I'm not a stick in the mud, and I love being scared. I just know better than to believe everything I see and hear.