This is one creepy thread... I love it... Dave-O, you'll think I'm mad, but I'm a little jealous. My experiences are pretty tame compared to yours.
I was at my girlfriend's dorm in Michigan (MSU, West Akers Hall), and it was night time. I looked out the window, because I was sitting at her desk on her laptop, and this cat was just... hovering outside the window and staring inside malevelontly. It was grinning widely, and its teeth were longer than normal. It looked almost shark-like... I just told it to leave, and it did so (I find that I can often do that).
My sister (who has these experiences a lot) was sitting in the living room of my house with a friend she had over. Suddenly, her friend just stared off into nowhere, focussing on this one spot that seemed empty. My sister ran to get me, and pulled me in there. Apparently, my sister's friend had seen this tall being with red glowing eyes. Its head brushed the ceiling, she said. It left before I showed up.
I was sitting in there the night before the above incident with my sister and her friend, and my sister suddenly just stared behind me for a moment. She said that something was calling my name. Moments later, I stood up to walk around the room, and she told me to stop. She just stared past me. She said there was a maggot-covered woman behind me who was reaching for me. I stepped away, and looked back, but she vanished just as I looked at her (and saw her, faintly). I had my back turned to my sister and her friend at that moment, and they both just gasped and looked at my back. A trail of claw marks had appeared running down the center of my back. My sister still sees that woman from time to time.
My old house, a trailer out in the middle of nowhere, was seriously haunted. Everyone would always see this small shadow dart from what used to be my sister's room into the bathroom across the hall. One night, my sister roused me from slumber and pulled me into her room. She pointed out of the door, into the kitchen (the dining room, living room, and kitchen were all part of the same large room, partitioned off with little walls) and we both froze. This woman was floating, glowing a soft white, in front of the sink and staring out the window. A second after we both saw her, she vanished. Apparently, that woman visited my sister a lot. She was a Catholic mother of the boy whose shadow everyone saw when he would run from the closet in my sister's room into the bathroom across the hallway. She was always mean to my sister. There was also a meek little girl there that my sister always saw.
I went out to that house with a couple of friends last Samhain. The three of us are pagan (I'm almost Enochian, while the other two are Wiccan/Druidic types), and we were going to perform a ritual in honor of the dead. We set up our things and called the circle, and all was going pretty well. Soon, however, this shape started prowling around the outside of the circle (If you don't understand what a circle is, I'll explain. A circle is a protective measure that one is supposed to call before a ritual. It focuses the user's energy, and it also holds forces and beings that would interfere with the ritual at bay. They can be called in a variety of ways, and it's often enough to just visualize one around you if you're alone). It was a dark, feline shape, almost like a panther. Soon, it just left. A veritable swarm of other shapes surrounded us soon after, though, and as we were beginning to end the ritual, a fog sprang up around us. It didn't enter the circle, which was odd, and it wasn't smoke; we weren't burning anything that would leave smoke, only rubbing alcohol. I looked past them, and this dark blot showed up starkly against some of the trees in the distance. It wasn't a shadow, because the rest of the trees showed up clearly. This one man-sized blot, however, was just... nonexistent, it seemed. The ground across to that point swarmed with shapes, though. It was almost like an army of spirits. Shortly after that, we closed the circle, grabbed the stuff, and ran for our female Wiccan's car (she's the one who suggested we come out here). The fog chased us all the way down the driveway.
She and her boyfriend took me out to that old place again last Tuesday. This time, things were much calmer, but the woman who haunted the place did come out, as she did at Samhain, to watch us. When she pulled out her Tarot cards, with the expectation of taking one for each of the three of us, an extra one simply fell off of the top of the deck. We took that to mean that the woman from the house wanted a reading, too. We did as she wished, reading each of ours first; hers gave further instructions to us. She wanted to be free. So we basically exorcised her, giving her freedom to move on to her next life or to wherever it was she wished to go. The creepiest thing about the whole ritual was that there was always SOMETHING crawling around in the tall grass behind me, and to my left and right. Whatever it was growled once, but it became apparent that there were at least two when the grass to my left rustled just before the grass to my right did. It may not have been anything supernatural at all; it could have been a small group of possums or dogs, but it was still a freaky experience.
There are others, but I cannot remember them at the moment. I'll see if I can think of them later.