I've been a big reader of this site for years now so I guess it's finally time for me to relate some of my own experiences, though neither of them were very major or cataclysmic in their own way.
The first one was just a little creepy feeling I used to have about this building that I worked at.
I worked for a tax agency, completing people's tax returns for the year and they had me in a building on my own, seeing as I worked for them for three years and was very reliable.
Anyway, I had my own key to the building and I would relieve my manager in the daytime and close at night.
I always hated being in there alone. It wasn't that I was technically afraid or anything, but I always felt creeped out as if someone were watching me.
The layout of the place is one big room with two rooms and a hallway leading to the back offices branching off from it. The main room can be shut off from all the other rooms by doors and I used to always keep the hall and other room door shut because I was always afraid I would turn around and see someone there even though I never did.
Occasionally I would find the door to the hall open but that didn't really phase me as much as the time I was in the front office and "working" on playing solitaire because it wasn't busy in there. I got up to use the restroom and when I came back, my game was restarted and instead of it being with the palm tree and sun, like I like to play it with, it was the gloomy castle and bats. I know that is a little ironic and funny but it sure did mess me up! I don't think I ever played solitaire after that and from then on, I always carried my copy of the key out of the office with me when I went out to have a smoke. If whatever it was was mischievous enough to change my game around, who knew if it would try to lock me out!
Another experience I had was at a place called Strawberry Chapel. My friends and I used to get drunk and/or high and go driving around like hooligans looking for haunted locations and we remembered the chapel, which has a story behind it that a little girl was interrupting her class in the chapel and her teacher tied her out back to a tombstone and forgot about her.. she died that night and they found her the next morning. Supposedly she still haunts the grounds.. makes for a really great ghost story.
Anyway, this particular night was our first time out there and I was especially messed up because I had been in a fight with my parents and was trying to be big and bad about it. It was me and my friends Jay, Birkett, and Laura. It wasn't really that bad out there. It was about 2 in the morning and completely silent out in the woods by a monastery and whatnot. We had to climb over the chain link fence, which was snipped with wire cutters by someone before us. It wasn't really bad walking in at first. You can't see any tombs from the front, all you saw was the chapel and a large open tomb of some sort that you walk down into but was completely empty. I was clinging on Birkett's arm and wouldn't let him get out of like two inches out of my reach, and the braver two, Laura and Jay, decided to investigate in the back. I tried to walk with them but as soon as I started walking back there, I felt like I didn't belong and that I had to turn around right away, so instead Birkett and I checked out the open area in the front.
Laura and Jay came back and we were talking around the big tomb-like thing in the front and taking pictures when I started hearing something that I can only describe as someone flipping TV channels really quickly. There was something being said but I couldn't grasp any part of it and it didn't seem like it was happening out loud at all, but more so in the back of my mind. It creeped the crud out of me and I booked it back to the car and left them all behind, locking the doors behind me. As soon as I was over that chain link fence, I felt immediately better and let me justify this story by saying that I did end up going back, in broad daylight, completely sober, with my best friend Krystal and her mother. I walked the entire grounds with them and it felt like a burden weighing on my shoulders to walk to the back of the cemetery, as if someone was really depressed and I felt it through me. It was only in the back right quadrant of the grounds, because as soon as you walked over to the left side, it wasn't nearly as bad and you could breathe again.
Anyway, these are my stories and they're not that brilliant but that is about the closest I ever want to get to any paranormal experience ever!