Dont know about ghosts, but I saw Auld Nick once.
Back in 1982 I was camping in a field just outside Prestatyn in North Wales. A few of us having a drink, my pal playing his guitar and generally having a good time. Twas the first time we'd been away on the bikes and we had had a good day out in Rhyl that day. Anyway I staggers off to my tent and as I lay there unable to sleep I stuck my head out the door of the tent and came face to face with this 2 legged figure about seven foot tall, staring straight at me. I had pitched my tent beside a hedge so nowt should have been there. I lay there unable to tear my eyes away from this figure and could hear snorting like, breathing coming from it. In my frightened state I started to see its eyes glowing red and could see a tail swishing. This vision seemed to last forever, but was probably only about 10 - 15 seconds when I heard a couple of my mates making their way over to their tents. At this point, Lucifer snorted and walked off.
I lay awake just about all night and as soon as it got light I got up and went out the tent to look for evidence of my vision and noticed for the first time, a small gap in the hedge looking into the next field, where happily grazing was a number of horses. I had obviously interrupted dobbin as he stood, face on, contemplating life as he knew it.
When I told my mates that night, my pal with the guitar looked at me for a second and started playing his version of this wee ditty
http://www.youtube.com/watch?v=akt3awj_Ah8
Even now 30 year on, I can still remember that so vividly