I have a sort of ghost story...
I used to live in an older house in the historic district of the town, and from the day we moved in, I used to have funny feelings about the place. I developed some pretty bad insomnia, and used to stay up late at night watching television. I would occasionally fall asleep on the couch, and would often wake up suddenly with the feeling that something/someone was standing over me. Every so often, I'd catch sight of something moving out of the corner of my eye, but never really saw anything specific. Well, this went on for about 8 years, until finally I moved about a year and a half ago. I was telling a friend I had met through my son's school about the house and how weird it always felt there - turns out she works for the historical society, and they've been getting reports for years of ghosts in that area but have never made a big deal out of it. The whole block was built over the city's first cemetery (which was "moved" down the block in the late 1800's), and my house would have been pretty much in the center of the original cemetery.
So to answer the thread title, I do believe in ghosts, sort of. I think maybe it's more like residual energy, or something like that. I don't think these are tortured souls doomed to walk the earth for all eternity, but maybe in the right circumstances with the right conduit, some people can occasionally pick up on those energy fields left behind when someone dies.
Just my unscientific one cent. 🙂