I didn't ... until I got a really unexpected and convincing message from a relative who had died four years before! Through a child care worker of all people, she was pretty shocked by it as well.
I think it's counter-productive to try and seek out things like that as people will tell you what you want to hear, but I do believe there are some genuine mediums, and communications.
Not sure if I've seen anything -- it could have been bad dreams! -- it was a weird "hairy" blue light that looked like a sea creature floating in the room on a few occasions. Also my partner was woken by me talking in my sleep one night and reckons he saw a ball of light the size of a baby's head hovering near me (doo-doo-doo-doo, spooky music!!). And what did he do? Turned over and went back to sleep!
As I was rather bothered by the dreams (or apparitions?), I said firmly one night as I was getting into bed "Leave me alone please spirits" and tried to close my mind to it and it's been ok since. Or at least my recent bad dreams have been less supernatural.