Do you believe in ghosts ? What if you saw one, what would you think then? (read details)

There have been many places in the world that people claim to be haunted by ghosts. Or, at the very least, occupied by them (since “haunted” sounds a little sinister).
Many shows have been put out about ghosts, but most are likely to be fake, I’m sure, which makes me skeptical. The Sci-Fi show “Ghost Hunters” seems to be legit but this is probably unlikely.
I myself have never encountered anything ghostly, such as sightings or the like.
Which brings me to the only way to really decide: Go somewhere said to be haunted and find out for yourself; Investigate, spend the night, etc.
Would you do it?
Have you done it?
Would believe yourself if you had felt, —heard,— or seen something?