Ghosts

I was just wondering how many of you believe in ghosts. I'm not talking about the kind that hide under the bed (unless you count that little girl from the sixth sense) but rather the what he hell is making the creepy noises and moving things around in my house. I personally have never had a ghostly encounter but I know many people who have and it freaks me out.
Quite recently some friends and I were swapping ghost stories on of which involved a ghost of a loved one who would give money to his living family. Now after my friend told us this story (it was much longer and there was more to it, but it's not my story to tell) she walked to her car. No big deal she does it everyday after all but sitting on her dashboard she found a penny. Now your probably thinking whatever don't you ever have random change in your car? But this was on the pasenger side and she hadn't had anyone riding in her car recently. Also it was the first thing she notice when she got in the car. If it was there before she would have noticed it before. The whole situation was rather unerving and while the spirit was suppost to be a friendly relative, we were all rather shook up. I just thought I would get other people's thoughts on the supernatural and otherworldly.