I can't say I'm a believer myself, because I don't like things I can't explain! 'scuse the long post!
However I lived in a house a few years ago, which I rented as I was working in the area and it was too far for a commute. It was entirely unfurnished apart from the top floor attic room which was used for the owner of the houses mother. I never asked if she was dead or not, wasn't interested.
Anyway so I moved into this house and put all my stuff in, it was strage just having this one room set out like a bedroom with other peoples stuff in "my" house but it was in the contract and I didn't need the room so I just stayed out. However there was a really good view from up there so when people came round I used to take them up there to show them the view.
In the room was a dresser, a bed, a rocking chair and an old radio on the dresser and that was it.
Whenever you'd go into the room there would be a scratchhhhhhh...CLICK sound, the rocking chair would then SEEM to stop rocking and then the bed would creak as if someone had sat on it.
I just assumed it was the door opening, disturbing the air, creaking on the floor etc.
My friend, however didn't believe it and said the room was haunted, I told him it was just air moving and he wanted to try leaving the room door open and then go up again later. He stopped on the stairs up to the room and surely enough scratchhhhhhh.....CLICK, creak. Exactly the noises you'd normally hear when opening the door.
He walked over to the radio and turned the power/volume knob. It wasn't plugged in so didn't work but the sound it made when turning it down and then off was scratchhhhhhhh.....CLICK
I ignored it but he wouldn't come back anymore.
Another few strange things happened there, my uncle helped me move in and brought some extra stuff round a few months in, unbeknown to me, he put a box up in the attic room, on his way out of the room all the lights in the house came on (it was daytime) and then the bulbs simultaneously exploded and shattered. We replaced them and the electric wouldn't work at all. We called the landlord and she said she'd send someone round.
In the meantime I asked where he'd put the stuff he brought in and he told me it was upstairs, I went up and got it out that room to put it where it belonged etc and as I took the box out of the room all the lights came back on, thought nothing of it and they'd just fixed themselves.
Later on that night I'd folded all the boxes down and was going to take them to the tip the next day, took them up to the attic room to store them and as I left them in the room all the bulbs in the house went pop again.
Everyone else says the room was haunted, I don't like that explanation so I'm just saying it was coincidence, but my friends still talk about that house whenever ghost stories are mentioned!