In reality, I have very little primary exprience with anything even vaguely resembling the supernatural. But there are a few things I think i can add to the discussion...
This might me a little off this OT OT, but much like the strong spiritual experiences several of our pagan, wiccan, and hindu friends have reported, the very first time I took communion in the little methodist church where I grew up, I felt a great weight settle over me...not oppressive in any way, just....odd. Very spiritual, even though I was 9-10 when it happened. No voices, no flashing lights, just a profound sense of presence and comfort from something beyond myself. Interpret how you will.
Also, a UFO. When I was 7-8, a friend and I were playing outside at 9 o'clock on my family's farm in South Dakota. For some reason, I looked across the highway, and noticed a HUGE glowing object settle into a filed probably a mile and a half from my position. It was orange-ish, and to the best of my recollection, looked kind of like the colliseum in Rome...but glowing orange, and not as tall. (stupid, eh?) for years, I dismissed it as a dream, not a memory, since in my middle-school years, I was REALLY into UFOS, Bigfoot, Nessie, and all that. When I was a senior in High School, I was telling the story with the caveat that it was probably just a dream, and the guy that I'd been playing with when I was 7-8, pipes up, saying, "No...I remember that. You went inside to ask your Mom what it was...the thing took off, straight up, while you were inside. I was freaked...I thought it was a dream, too..."
So, either we shared the same dream (which would be paranormal, too) or we had a kinda close encounter.
Lastly, there are HUNDREDS of ghost-stories centered around Washington, DC--where I live now. When I was an intern on Capitol HIll, ghost stories ran rampant...most centered on the Capitol Building, itself. Among the most commom were stories about a shadowy cat-thing (alternatively described as a panther, or a distinctly feline humanoid) Supposedly the thing lives (unlives?) in the basement level of the capitol, and has attacked guards at night. The story was that it was seen on the night of Sept. 10, pacing the halls, and that it appears before major tragedies, as a rule.
Then there are the stories of the ghost of a murdered representative haunting a stairwell, killed during duel in the 1830s. (I don't know if the whole story is true, but there was a Rep. from Tennessee murdered around that time...seems the Rep. was sleeping with someone else's wife, and got killed for it.) There's also stories of how the capitol building's foundationa nd corner stone were laid in occult masonic ceremonies (I suspect that this one is crap--although the crypt level in the capitol is genuinely creepy...the center room IS shaped like a pentagram)
Across the Potomac, Alexandria, VA has something like 25 well-known haunted sites, none of which I have ever been to...d@mmit.
Hope that helps...genuinely creepy thread....will copy full text when I get home from work.