Wondering: Ghosts Versus Demons

Well, I am trying to figure out why so many Bible-believing Christians say that there are no such things as ghosts. Yes, yes, there is the bit about the Witch of Endor and some folks say it was a demon masquerading as Samuel, others say it was the real ghost of Samuel being allowed to come up. Some say the woman screamed because she was surprised because Samuel came up, and others say she screamed because she realized Saul was deceiving her.

Personal opinion: I like a good ghost story. But I tend to think that an evil unsaved person would probably be immediately put into hell after death. So if there is creepy ghostly stuff going on in a haunted house -- and I've lived in a couple weird houses-- then it's probably a demon associated with a person who died in that house.

So if a ghost is "good" it would have to be a demon pretending to be good, or pretending to be the person's departed soul, or if it is indeed the deceased person, then the deceased needs to know the gospel since he/she is stuck on earth for some reason. So really trying to figure out this stuff.

In addition, when the disciples saw Jesus walking on the water, they thought it was a ghost and he didn't say, "Ghosts don't exist"; he said, "A ghost doesn't have flesh and blood as you see me have."
Anyways, all this is to say I think I have a really good ghost story in me but I want to be Biblically correct.