The Little Stranger, The Thirteenth Tale And Other Ghost Stories.
I recently finished reading 'The Little Stranger' by Sarah Waters and consider it one of the best novels I have recently read. It is a ghost story set in the 40's. It is the best kind of ghost story because it is subtle, unsettling and stays with you after you have finished it. Shortly after finishing this novel I also watched 'The Thirteenth Tale' on BBC Two. This had much a similar effect on me and was also very well worked. In some ways the two are very similar. They have many of the cliches you might expect in ghost stories. The dilapidated mansion, people acting strangely, a disturbing story from the past etc. However, if the story is told well enough then the cliches do little to hamper the enjoyment of it.
I am a bit biased because I have always enjoyed ghost stories. One of my favourite collections of short stories is 'The Mammoth Book Of Modern Ghost Stories'. As cheesy as the name is it is full of lots of the classics that many of those ghostly cliches come from. It seems to me to be one genre of story-telling that hasn't really changed much through the years. The best short story in this collection is probably the first one in the book which is 'Oh, Whistle, And I'll Come To You, My Lad' by M.R. James. There has also been two BBC adaptions of this story, both of which I think are quite good.
My favourite ghost stories, however, are the ones that you hear word of mouth about peoples own supposed ghostly experiences. I've heard many of them; some genuinely creepy and some...a bit shit. I've also heard many urban legends repeated that people will often insist happened to their cousins friend or some other tenuous link. One of my favourites of these is the story about the clown in the corner of the room that I'm sure many of you have heard. If you haven't, look it up.