The skeptics may laugh all they like, but I've seen and experienced far too many strange things, to write it off.
Picking one story out of all of them is a bit difficult. I'll go with my first memory of experiencing one (or whatever the heck it was).
I wasn't even in my own bedroom; I often took to sleeping in my brother's room, when he was away (which was frequent), when I saw this sort of...I'm not sure how to describe it. It wasn't perfectly round, but it looked spherical, kind of smoky. Anyway, it was just kind of floating by this plush mobile that used to hang in the bedroom, just off to the side of the door. I didn't even realize I'd seen it, at first, and as soon as I realized it, I sat upright, startled, and it (and this is the part where I sound crazy; but I was only 4 or 5, so I honestly don't know what happened) appeared to soar across the room, and dissipate against the bedroom window. No sound...just hit the window, dispersed, and gone.
For the record, no one had bothered telling me about spirits until well after that experience.