Eeeeeeh, I get chills reading these! I wasn't even going to read this thread, because I don't like thinking about this stuff. But now that I've read them, I guess I'll tell you my two stories.
Okay, I've seen two ghosts, literally seen them. Both of them happened when I was awakened from sleep in hotel rooms (different hotels, years apart), to see someone in the room. They were unmistakable.
The first time happened when I was about 9 years old. We were traveling in Florida, and staying in a motel there. I was sharing a bed with my sister. I woke up during the night, and there was a man standing in a corner of the room, looking at something well beyond the walls of the room, and just standing there waiving at whomever/whatever he was looking at. He was dressed oddly, in some kind of Arabic dress. (I now wonder if we were in a major port town in Florida, because it would explain the foreign dress.) To me he looked kind of Genie-like (not that I had any notions that he was one). He was just standing there, waving. He did notice me looking at him, but didn't interract other than by glancing at me a couple of times. He just went about his business standing there waiting, and occasionally waving to to boat coming in or whatever it was beyond those walls. I was EXTREMELY freaked out by this of course. I was wide awake. I kept thinking "is this a dream?" and being afraid that the "dream" would change and he'd come running at me or something. You know, like dreams will do, following your feelings and fears. But nothing happened. I was awake and looking at him with nothing eventful, for what felt like a couple of hours, but could have been a half hour, it's hard to say, since I was so freaked out, time moved very, very slowely. I finally tried to go back to sleep, which took another long period of time, but I somehow managed it. I don't think I told anyone about it with all the hubbub of traveling.
The other time I was in a youth Hostel in Austin, TX, when I was traveling after my first year of college. I was asleep in the top bunk of a bed in a large shared sleeping space, when I became dreamily aware of someone sitting on the edge of the bed, looking at me. A young man with a green sweatshirt on. In my dreamy-state, I moved my legs over to make room for him, and that's when I woke up, and didn't see him any more. I woke up without any alarm, I was just thinking that it was funny that I just made room for someone who wasn't there. I shut my eyes again to sleep, and a moment later felt a finger and fingernail touch my lower lip. My eyes flew open, and I was instantly in a panic! No, there were no bugs flying around that could have hit my lip, and no body else in the room was up. I got up and spent the rest of the night in the common room, too freaked out to go back to bed!
It makes sense to me that I'd be more able to see a ghost while in a near-dream state, as I did the second time. I'm still shocked by the first time, because although I might have been half-asleep when I first noticed the ghost, I woke right up, and was wide awake with my heart palpitating for an hour or however long, still looking at the guy. I was very freaked out by this, and I prayed for it to go away and for it not to happen again.
I figure sceptics will hear my story and say I was just dreaming, so I hesitate to tell the stories. I'd have been more comfortable considering them to be dreams, so I wish I could think they were, but I know they weren't.
By the way, I think it's totally unnecessary and rather unfortunate that these incidents scared me. I think the people I encountered were just people doing what they do, but on another plane of existence. I don't think their experience of life is much different than ours, and I think they are still people. I feel like it's stupid for us to get scared of them, but I can't help my knee-jerk reaction.