I've never seen, heard or felt a thing despite being really interested in the subject since I was a kid and going on overnight vigils and the like - but I too think there is too much evidence to dismiss it out of hand just because you haven't seen anything personally. I don't think they're spirits with a 'mission' or anything but more likely to be some sort of recording on the atmosphere that gets replayed in the presence of certain people that are tuned in to the right wavelength. It would explain why they are sometimes seen to be above or below the present floor level (because it was different in their time)
Unfortunately, crappy shows like 'Most Haunted' have given hordes of gullible thrill seekers leave to infest the internet with a load of rubbish an given the whole thing a bit of a bad name. However, if you look you can still find the odd story like this which I think is pretty convincing -
http://www.telegraph....ive-up-the-ghost.html