My wife and I bought our first house in 2003, it was a 1950's Victorian style north of Tampa. Always had weird electrical issues, drafts, and sounds, but it was an old house so we never really thought much of it.
Most of the living areas were upstairs, so that's where we spent most of our time and at night, almost every night, we would hear a slight thump and the sound of someone walking down the hallway. Months after we had moved in we started seeing Peacocks (the house was on a conservation and the peacocks were wild and lived there) - occasionally we would see one up on the roof so we always assumed we were just hearing peacocks running along the roof. All 3 of our kids were born while we lived there.
My son (our first) was an interesting kid. From the time he was 10 months old he liked to find the center of balance of objects and balance things on top of other things. One time we heard him laughing and walked by his room and he had basically taken all of his toys and balanced them on top of other toys - and make them SPIN. So picture a little play house, with a toy airplane balanced on top of it, slowly turning in a circle... that kind of stuff. And we would watch him walk in a little pattern around the room, giving everything a slight push as he walked by, so the motion continued.
When he was 2, we heard him talking one night on the monitor - whispering. Couldn't make out the words, and it was only his voice, but we went into the room and asked who he was talking to and he said "Tracy".
"Who is Tracy?"
"The girl that lives in the wall."
And then he described her ... in detail. She wore a yellow dress and had brown hair and she would play with him sometimes. "But sometimes she scares me" he said. But we would hear him talking to "Tracy" occasionally, having little conversations with his imaginary friend. Even on the monitor we only ever heard his side of the conversation, nothing weird... seemed like just an imaginary friend maybe.
When he was 4 his youngest sister was born and a year after that we ended up switching rooms around, giving her that room. The first night she was in that room we heard a loud THUD - and she was screaming. We rushed into the room and she was on the floor, on the OTHER SIDE of the room. She couldn't talk yet, but it was clear she was freaking out and didn't want to be in there. We finally calmed her down and got her back to bed, but every few nights she would wake up crying and want to leave that room.
A year later we ended up moving and got a house closer to my new office, and about a week after that our old neighbor from across the street calls my wife and tells us this story ... that she looked up at our house one day and saw a little girl with dark hair looking out the upstairs window (the same room that was my son's and later my youngest daughter's). At first the neighbor waved, like she always did when Megan would look out the window... only the little girl didn't wave back. And then she remembered we didn't live there anymore... She went to get her camera, but the girl in the window was gone when she came back out.
It's been a few years now, and the same neighbor claims that every once in a while she'll see the little girl looking out the window. We lived there for 7 years, but the neighbors said before we lived there that no one ever stayed more than a year or two. Since we moved out there have already been two other owners.
I never PERSONALLY "experienced" everything other than a couple of minor unexplained noises, but you gotta admit it's pretty freakin weird.