i have experienced ghosting only on one keyboard out of the many i have had; but yes, it does happen. in my game i couldn't hold W (forward) , shift (sprint), AND THEN n.2 (pistol), and i simply let go of sprint for a few milliseconds.
doesn't happen now that i have a NKRO.
but, aside from ghosting (for example, in quake, ghosting never happens, as there is no sprint key, so it's a maximum of W or S, plus A or D, plus ctrl for crouch, and 1/2/3/4/5/r/e/q/f/x/c for weapons - none of these combinations create ghosting)..
..aside from ghosting, mechanical keyboard don't really give you any advantage. actuation time is almost irrelevant, key feedback might be important for some but i know when i have pressed a key; and PS/2 all send interrupts, so none of that 125hz polling bullcrap.
compare this to having a good mousepad, or a mouse without acceleration / negaccel / snapping /prediction. these are things that you almost exclusively NEED in order to play properly; try playing a shooter without a mousemat ... good luck.