I would love to read an excellent ghost story.  Not a supposedly true-life account, but a good old fictional ghost story.  You know, the gothic sort of haunted house on a cliff sort of thing.  I guess a modern one wouldn't be bad either.....

Any suggestions?

Ghosts by Noel Hynd was a good modern day ghost story...it gave me the willies and that's not easy to do.   I really enjoyed the story and the characters, particularly the Reverend.  One of my favorites...and it also happens to be on my shelf ;-) 

Other good ghost stories would be Bag of Bones by Stephen King and Summer of Night by Dan Simmons (my personal favorite). 

Every read The Witching Hour by Ann Rice (also on my shelf)?   or a modern one; Nora Roberts In the Garden Series.

I have The Ghost of Carnal Cove on my shelf.  It's a gothic with a ghost:

http://www.amazon.com/Ghost-Carnal-Cove-Candleglow/dp/084395115X/ref=sr_1_1/002-9112092-1663254?ie=UTF8&s=books&qid=1187744838&sr=8-1

Here's the booklist blurb:

Betrayed by her first lover, Makenna Lindsay flees London for a small cottage on the Isle of Wight. Her new home offers the illusion of peace and solitude, but on her first walk along the beach, Makenna hears someone crying, then meets the brooding Captain Nicholas Saintjohn, owner of the nearby Windward House, who warns her to leave. Later that evening, Makenna is drawn to the sight of a ghostly woman beckoning to her from the water's edge. Makenna's plans for a quiet new life are dashed as she becomes caught up in the mystery of the ghostly vision and ensnared by her desire for the mysterious Captain Saintjohn. All the elements of classic gothics are present in this historical--wonderfully gloomy settings; a headstrong heroine alone in the world; a dark, dangerous hero with a secret past; and a touch of the paranormal-- except that the love scenes are vividly described and very sensual. Rogers' beautifully evocative, ghostly love story certainly will bewitch readers.

The Haunting of Hill House by Shirley Jackson is excellent. 

I second the nomination on Ghosts by Noel Hynd.  It's very good and quite scary.

Lot of good books mentioned already, but I didn't see this one yet, The House Next Door, by Anne Rivers Siddons.

I loved Nathaniel by John Saul. I would reccomend it to anyone who is looking for a good ghost story.

Bag of Bones by Stephen King is an aweosme ghost story also.

Nightshade by John Saul is another good one.

M.R. James (1862 - 1936) was a medieval scholar at Cambridge. He wrote many ghost stories that were to be read on Christmas Eve, a fine Victorian tradition. His stories often taken place in the country, in old houses, or dusty libraries. The heroes are usually quiet professor-types, rational and so uttterly unable to take in the supernatural happenings. The stories are never gory but slowly build a menace that is really unsettling, especially in contrast to the country setting and harmless scholarly activity. The vocubulary is somewhat challenging, a plus for word fans.

I also want to mention The Dwelling.  I'm reading it now and it's just starting to get spooky...so far, it's pretty good.

Heart-Shaped Box - Joe Hill, he is Stephen King's son.  I loved this book could not put it down.

In addition to the fine stories already listed, I enjoyed The Ghost Writer by John Harwood. The writing was beautiful, and the story was just creepy. There are short Victorian-style ghost stories woven into the plot, and  - it's just very elegant. It's not a Stephen King type ghost story, more like Dickens. I thought the ending was lame, but my wife thought it fit perfectly.

Here's the PBS page for it: http://www.paperbackswap.com/book/details/9780156032322-The+Ghost+Writer

Les

ETA: How could I forget "The Woman in Black" by Susan Hill. PBS link: http://www.paperbackswap.com/book/details/9781567921892-The+Woman+in+Black+A+Ghost+Story  Again, not a Stephen King type story, but more a classic ghost story.

How about "Julia" and "Ghost story" by Peter Straub, Richard Matheson's "Hell House"and "Blackwood Farm" by Anne Rice. i would definitely agree on M.R. James, he is awesome.

Many good books have been mentioned but if you just can't make up your mind, I have The World's Greatest Ghost Stories  on my bookshelf.  Over forty different authors and many spine tingling tales.

Ghost House by Claire McNally.  A story of a house inhabited by a vengeful spirit from pre-Colonial days, and his victims from then on.  Very creepy!! 

I have to agree with Les. The Ghostwriter by John Harwood certainly had me believing in ghosts. The whole Victorian gothic thing was definitely a big theme unlike some of the contemporary ghost story settings in other books.

 jody CR: If I Am Missing or Dead: A Sister's Story of Love, Murder and Liberation by Janine Latus 

Thanks Everyone I have ordered a bunch of books from the suggestions: Ghosts by Noel Hynd(Which I am reading now)  The Dwellilng,Ghost House and The Ghostwriter(I ordered two today) Ghost House is on its way to me.

I love fictional ghost stories. I only wish there were more out there.