Let me start by saying that I do not believe in ghosts in any way, shape, or form. For those of you want wholeheartedly to believe, feel free to skip the rest of this post, as I will be trying my best to prove you wrong.
One of the biggest problems I've had with ghost stories is that the spirit never does anything conclusive. They almost always either a) make some weird noise, generally footsteps, b) appear just in the corner of your vision or in the distance, or c) make an object move of its own accord. Also, whenever a ghost is actually "seen", it always vanishes/walks away. If it knows you've seen it, why not stay for a chat?
For those of you thinking, "But Rabid! What if the ghost isn't physical, and can't communicate?!".
Bull. If it can pick up a lamp and throw it across the room, as some of these stories say, then it can damn well write a message in the dust on your table.
Another popular theory is that the ghosts can be seen and interact with things, but are not aware of the physical world.
If this is the case, it seems like it would be fairly easy to spot a ghost. If you, say, walked in on your grandmother's ghost, sitting in her rocking chair, you could just walk right up to her. She would have no reason to disappear or walk away, since she has no idea that you are there. If a ghost was following some sort of "daily routine" of walking up and down the stairs every day, then why do they only do it when no one is around? They don't realize that any observers might exist, so why wouldn't they walk down the stairs when you have ten people over for a party?
If I were a ghost, and could be seen by my family, I would make contact. I wouldn't appear at the foot of their bed, only to smile and walk away without saying a word. I wouldn't walk around in the corner of their vision, then fade out when they turn to get a good look at me. I wouldn't randomly knock over items near them, freaking them the hell out, and if I could actually make noise, I wouldn't waste it by walking on creaky floarboards or moaning on the other side of the house. I would walk straight up to them and let them know that I was there. They already mourned for my death, why I would I spend my time scaring them when I could see them again?
I won't go into all of the scientific evidence against ghosts, since I don't want to be here all day, but this is one of the major things that has always bothered me about them. They can either make contact with humans or they can't, and the ones who can are making quite the half-assed effort of it.