Reckon I've got just about the best anecdote here; granted just an anecdote
Mate of mine is extremely intelligent, with a good science degree, a low tolerance for bullshit etc. He always claims ghosts/aliens/astrology/tarot/vibes/etc are for whackos, but when pressed has a weird tale from when he was about 20.

He was staying in an old hotel somewhere in America. He woke up in the middle of the night to see a black man in a sort of denim suit staring at him from the foot of the bed, visible despite the darkness. He turned the light on and the man disappeared. So rational-minded is my friend is that it took him a long time to shit himself and panic (it happened eventually) and he spent a good amount of time trying to work out what was happening as scientifically as possible. He flicked the light on and off. The man was always there in the darkness, gone under the light. My friend got out of bed and walked around the room. The black guy was totally 3D and very real looking, although unmoving. By this time my friend was pretty convinced this wasn't a sleep-hallucination so he did what anyone would do and got a severe case of the heebie-jeebies, switched the light back on sharpish and scarpered to his brother's room where he spent the rest of the night.

In the morning he told the recpetionists what he'd seen and their only surprise was that he'd handled it so well. Apparently that room was well-known for the same apparition appearing to different guests over the years.

That's as close as I've got to a story proving ghosts exist (to you it's third-hand, natch). Myself, I'm open-minded as to a number of explanations.
(Fancy a weekend on my Raymondo Luxury Yacht?, Mon 25 Jan 2010, 17:51, Reply)