I know skeptics see belief in ghosts is like the belief in a religion; one has to be indoctrinated and want to believe to see it.
I've also known many skeptics who ran into those incidents that forever changed their understanding of what belief is because there was nothing in the scientific world to explain it away.
There is a difference between ghosts and paranormal activity.
What is that difference? It is the difference between aliens and unidentified flying objects. When we say aliens, we automatically have determined the source, but when we say unidentified flying objects, we leave open a lot of potential explanation for something we have not yet proven.
We have not yet proven ghosts, so for now we can say there is paranormal activity, but the source of that activity could be many possible things from the human mind's machinations to interdimensional contact to invisible intelligence to the souls of the dead.
So, are ghosts real? If you determine a ghost to be the soul of the dead that is still earthbound, we have no idea if ghosts are real. We do, however, know that in our physical world, images, scents, sounds, movement of objects, and physical contact do occur from an unknown source.
Everything is dependent on self-explanatory style. In other words, what you personally tell yourself about things you encounter.
Example: Three people are inside of a popularly well known haunted location when they all experience knocking sounds and a door swings open when there are no windows open or air-conditioning running.
In those first moments, they know that these events occurred, but they do not know the source--they are in the "paranormal" unexplained realm until something is proven. During this "paranormal/unexplained" time period, it is up to their powers of interpretation and their self-explanatory style to determine their reactions.
Now, they go about trying to explain to themselves what occurred and they come to three different conclusions:
1. One man tells himself, "those sounds were like feet stomping on the porch. Someone stomped on the porch and that had an effect on the floorboards, making the door that was not level, swing open." Now, his conclusion is that this was all man-made.
2. One man tells himself, "this place is haunted. That had to be a ghost. It sounded loud. It opened the door." Now, his conclusion is that the ghost wants them to leave and he feels threatened and scared.
3. One man tells himself, "One of the members just asked if they were made we were here and then all these things happened. The timing is a bit too ideal." Now, his conclusion is that one of the members of the team is capable of psychokinesis and affected this result in expectation of a reaction.
So, what we know is that phenomena occurs, but explanations for phenomena vary greatly from witness to witness, so what a ghost is depends on the interpreter. To some, a ghost is a trapped soul of a deceased person, for others it is a replaying of history in a strange timeless loop, for others it is all explainable even if the exact mechanism wasn't identified, to some it is in the minds of the people interpreting it and for yet others ghosts are other dimensional beings.
Do ghosts exist? If the term is used to describe phenomena - yes; if it is used to describe souls of the dead - that can't be proven.
Now, you see the tightrope that paranormal investigators must walk in order to come to the answer, whether it jives with our beliefs or not.
In other words, the evidence should not be bent to fit the belief system, but the belief system should be a result of the evidence.