This is an intriguing question, and I'm thankful that you asked it. I'll answer it this way...
If I believe in God--and I do--it would follow, then, that I believe there is an enemy--the devil.
If I believe the Bible--and I do--I thus believe that a third of the angels, along with Lucifer--were cast down to the earth.
My belief is that when people die, they sleep until Jesus returns to resurrect them. They're not out running around late at night, scaring people.
Therefore, the ghosts, spirits, specters, and apparitions are manifestations of the devil and his band of evil angels.
To answer your question, I need to carefully phrase my response: I believe there are ghosts. Do I believe IN them? No. I believe in God the Father, God the Son, and God the Holy Ghost.
That said, I'm off to watch some re-runs of Casper.