I've had several unexplainable paranormal things happen to me in my lifetime. I won't list all of them, as some of them are so outrageous that I doubt you would believe me.
When asked, I usually go with this one anecdote that happened a few years ago. It involves a Ouija board, so you know it's good.
The short version is this.
My friends and I busted out a Ouija board we found in the basement, it was one of those old wooden ones and not those crappy printed cardboard ones you get nowadays. We putzed around with it for over an hour and nothing interesting happened. My friend being the impatient twat he is threw it across the room in frustration.
Later that night we were outside shootin' hoops at 2 AM in my friend's driveway. The air got unusually chilly (this was in the summer), and we all remarked on how cold it got so suddenly. Then the streetlights began to flicker, and they all shut off. At this point we were pretty weirded out, and we noticed that one streetlight at the end of the street was still on. We assumed that they were on a separate circuit or something and went to have a look. We didn't get half way to the light before we saw several shadowy figures appearing around us, one of which was standing directly under the lamp. I wish I could describe them in greater detail, but that's all they really were, just shadows (at the time we thought they were muggers, but it wasn't until we realized how they seem to come out of nowhere so quickly that we determined they must have been something otherworldly).
We ran home, unsure of what to do. Other strange things happened that night, though they aren't necessarily unexplainable, just very odd. Frosting on the cake I guess.
I've also gone on a few "ghost hunts" with cameras and tape recorders at an asylum that used to be around here (It was torn down to make way for a Wal-Mart, but it was never built due to the poor integrity of the land) that yielded some interesting results. You can read about said asylum
here.
I'm a huge skeptic, and I'm not the type to photograph a speck of dust and immediately call "ghost". I never believed in ghosts or anything of the sort until I had several firsthand experiences.