Despite the fact that I consider myself to be a scaredy cat, I am rather fond of scary stories, and I often find myself reading creepypasta, or, alternatively, something that makes my back shiver, but most of them tend not to be ghost stories. In fact, I do not know what was the last ghost story that I read, but while ghost stories can be frightening, I prefer more tangible, but completely mysterious entities that can not be harmed in any way, not to mention that one knows nothing of their motivation. For me, they are the scariest, because they do everything for seemingly no reason.
I do not have a favourite ghost story unfortunately, but my favourite creepypaste of the moment is My Dog and Pacemaker. Feel free to check them out at the creepypasta wiki if you feel you have the stomach for them. Fair warning, they are rather disturbing.