Do you believe ghost excists? Experiences?

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Do you believe ghosts excist and can you share your experiences? I think they excist, however, I haven't really found the proof (yet). When I was about 8 years old I had this wooden high bed. One night I woke up in the middle of the night and saw a man stand exactly next to my bed. I didn't see any details, it was like a shadow, but it was definately there. The man was also smoking, and I could see the smoke, even though it was dark. There's a lightpole outside that shines a little through my room so it's not completely dark. After I flickered with my eyes it dissapeared and never ever came back. My brother and sister has seen the same guy, at least they say they do. My brother however, forgot about him but my sister remembers him walking through a wall. I also heard a few of my neighbors have seen the same male character but I haven't talked to them about it. You just scare the hell out of yourself when a person is standing besides your bed at night. Imagine it. Or don't. lol