I've never stayed the night in a haunted house, but my old highschool was apparently haunted by one of the old janitors and the old principal. As part of Students' Council I was partially in charge of running ghost tours every Halloween. We just expected people to hear the different stories about the school, hear some creaks and bangs and scare themselves. However, when I was running my tour, we got in the old half of the school and there was this thick fog and it smelled like cigars. At first I thought someone had been smoking a cigar or something but then I thought about the smoke alarms going off (and they go off even when a fog machine is going). So I asked one of the janitors and they said the old principal who had an office near there smoked cigars and I had never heard that story so I didn't imagine it.
This year I'm hoping to go on a tour of the haunted Fort George a little way from here, Hopkins' Tomb (a local legend is that its cursed cause the guy was a pirate.
See here) and the screaming tunnels which might just be the air flow causing screams and stuff (
found here)