I have only really had one weird experience like this, and it was about 5 years ago now. My parent's house looks over the flats leading to the sea, and over the estuary there are two towns.
It was fairly late at night, maybe 2 or 3 am, and I just sat bolt upright for no apparent reason. I was totally awake, and from out the window, I saw this bright light through the blinds (it's really rural, so no need for blackout blinds to sleep at night.) Anyhow, i open the window and hop out into the back garden, and i see this light, like a huge seatchlight flicking back and forth across the valley. It was a proper huge one, and I thought it must be the police, until I realised I couldn;t hear anything, no helicopter or plane sounds at all.
Next thing I know, it's flitted about 10 miles across the estuary, and this light was flicking back and forth between parts of the hill behind the town there.

I'm not totally decided about it, but it was weird. As for ghosts, no dice here I'm afraid.