Raistlin said it the best.
No. I don't believe in them. I do really enjoy the folklore and legends and what have you of it. It's a fun little bit of history and how the human psychology works about said things. As Wes said, we always want to explain everything we don't understand. I can usually rationalize instances of ~~spooky~~ I'm ever in and for the things I don't understand (like some girl talking crazy nonsense like she was possessed) I make my best guess and admit that I don't know why she is doing it but I don't put the label to ghosts or poltergeist or spirits. I find that very interesting though!
Ghosts are neat! I just don't believe in them personally.