Sometimes you don't necessarily have to go out looking for ghosts, you can stay home and enjoy the antics of the deceased. Here you'll find short reviews on a few ghost books and whatnot that I would personally recommend. At least this way, if an encounter becomes too terrifying, you can just close the book.

Haunted Houses
By Richard Winer and Nancy Osborn
1979 Bantam Books
228 pages

I started off with this one because it's what you might call a "sentimental favorite". It was the first book I ever read on the subject of ghosts, and many years later I still like to re-read it from time to time. The book covers famous hauntings like The Bell Witch, the Winchester House, and the Whaley House along with chapters on "patriotic spirits" which haunt various battlefields and forts all across the country. It also deals with The Miami Biltmore Hotel, Alcatraz, New Orleans, and various cemetaries. There are two other books in the series, More Haunted Houses and Houses of Horror. I doubt these books are still in print, unfortunately. But they would be well worth the trip to your local used book store.

Haunted Heartland, Haunted America, Haunted Historic America.
by Michael Norman and Beth Scott.
1987, 1993, 1995
Tor Books

You've probably read these. If not, however, you really should! The first book in the series Haunted Wisconsin isn't listed above because I haven't found a copy yet. But, the other three are fantastic. The second book, Haunted Heartland covers a variety of hauntings in the Mid-Western US. Haunted America features at least one story from each state, as well as the Canadian provinces. The final book Haunted Historic America, covers the same territories but offers a whole new batch of stories, though some of the hauntings covered here may not be on-going, or "active" anymore.