I don't believe in ghosts.
But like Boso said, just because we can't see them, does that mean they aren't there? We can't see air. Does that mean it's not there? I don't think so. Anyway, I do believe in spirits and stuff, you go into the big "matrix" of things when you die (no, not like the movie). The matrix connects everything. I had a dream last night about dying. I woke up and wanted to die just to find out what it was like. Weirdest feeling EVER.
Anyway,
Everything is connected, right? So if you die, it doesn't mean you're going to come back to Earth. You could go to some planet called Ta'ghkfon for all you know. Maybe Earth is a form of punishment for the higher beings that were prisoners, they sent them here because we are a lower life form...
It's a possibility

Anyway I think I'm done rambling. I could go on forever about this topic and I really must be getting to bed.