The most vivid thing thats happened to me is 'the crutches'.
I was about 10 or 12, and asleep in my bed, which was upstairs and across a hallway. I was woken up in the middle of the night by noises downstairs. The house is quite big, and based on the layout of the house, I would have been the only one able to hear it, the other bedrooms are in a newer part of the house.
The noises sounded like someone on crutches walking around. It was all wooden floors in the house at the time, and you can't mistake the sound of crutches. Just the sound of them clacking around in the hallway at the bottom of the stairs. I was very scared, since I knew noone was awake in the house.
But, it got worse. All of a sudden, the crutches just....flew up the stairs. I could hear them on the individual steps, but...the speed of them was just not possible. It was two seconds from downstairs to upstairs, and then...ACROSS THE HALLWAY!
It wasn't even attempting to be quiet, it just...exploded into my room. My door was closed, and remained closed. My door was a noisy creaky yoke, and it never opened. But, this thing, was in my room, and beside my bed.
Obviously, while the noise and crutches flew up the stairs and into my room, I had thrown myself under the blankets and was trying not to breathe with fear. I could feel something in the room. It clicked quickly around to the opposite side of my bed (the inner side) and...silence. I never looked, I never heard, but something was there, and looking at my bed.
I have no idea how long it went on for, but as quickly as it came, it flew back around my bed, and 'through' the door, and back downstairs. Silence in the house. I'm 90% sure I never heard it again.
I've actually had quite a few experiences, none as...definitive as that.