Give me a ghost any day. It is a fascinating area of study, and more proof exists for ghosts than either of the other two.
We actually have a ghost in our house, and the activity is quite interesting, and cannot be blamed on the cats (things happen that cats cannot do), nor can it be blamed on kids playing jokes, as my husband and I live here alone. As we are both interested in the topic and take it seriously, we know this is not a place to create false impressions by playing tricks on each other.
Ghosts themselves are normally harmless--more people hurt themselves by running away in a panic instead of sticking around to discover more about the situation.