I lived in a haunted house for 2 years, and it was a terrifying experience. Some of the events my housemate and I were subjected to were - an incredibly loud noise that sounded like someone falling down the stairs, hammering on bedroom doors, rooms that had literally just been tidied being trashed (and on one occasion tidied again), hair being pulled / lifted in the shower, lights (like candlelight) on the stairs, footsteps (not creaking floorboard, deliberate, heavy footsteps), the loft hatch being unlocked and pushed open, a strange mist in the bedrooms and stairway, shadows that seemed solid and that moved independantly of change of light etc, CD players turning themselves on (when they were unplugged and had no batteries in them), a heavy breathing sound in the bedrooms, the gas hob being left on unlit overnight (which I know wasn't human error because I have OCD and always checked it five or six times before going to bed).
They are just the most obvious and scary things that happened. The activity built up over the two years, only becoming really scary in the months before we moved out. Most of it happened late at night, I know for a fact it wasn't my housemate / noisy neighbours etc etc. and we always investigated everything that happened to make sure that there was no earthly explination. Mock if you want to, but I know what I experienced.