Blakjax, I am with you on this one. I believe in demons and spirits (both good and bad), but I don't believe in ghosts. I too have had an experience with the "paranormal", if you will.
I was sleeping over at my cousins house about 5 months ago. He is 6 months younger than me so at the time he was 16 and I was 17, so this is a fairly reliable account of what happened. My parents and his parents went downtown to Chicago for the weekend so we were there alone with his two dogs, both rather large German Shepards. He had told me that he thought something weird was in his house but he didn't know what. At about 2 a.m., his dogs were running up and down the steps frantically, so we checked what they were getting agitated at but nothing was there. We went back to playing video games in his basement and then the dogs started doing it again. Still, nothing. At about 4 a.m., the dogs were running on the stairs again so we got pretty pissed because they were so damn annoying. We started yelling at them. Then one of the dogs sneezed. Both dogs were behind us. Something else was running up and down the stairs. To this day, we have no idea what it was. We both think that it was a paranormal experience and that there is no possible explanation for it. We will ever find out? Probably not. But thinking about it still sends a chill down my spine. It's something I will never forget.
