I'm from Chicago and there aren't really many haunted areas to explore, but one I've seen come up a lot was Bachelor's Grove Cemetery. It's supposed to be the most haunted cemetery in America. It's a long abandoned cemetery out in the middle of the woods that's been heavily vandalized by teenagers. It's known for quite a lot of different sightings, from a ghost lady, to a ghost dog, to even a ghost car and ghost house. Apparently it's common to find chicken heads or chicken beaks lying around the trail to the cemetery as people go there to do witchcraft or some sh*t.
I've been there 3 times. First time, it was foggy as hell and looked like Silent Hill which was really cool, but we didn't go far due to how high the snow was in the woods at the time and we weren't really prepared to traverse such high snow. The second time, the woods were completely clear and we made it to the actual cemetery this time but didn't really go further than that. It was quite sad seeing all the tombstones vandalized but it was quite boring. The third time, we explored much further into the woods and I started to experience a string of bad luck afterwards for about a month, mostly in terms of sickness and medical problems. It just felt like one thing after another, so I did some research and found some other people with similar stories of bad luck after visiting the cemetery, though theirs was more financial and just general life stuff, so I didn't put much stock in it.
I didn't see anything and we went during the day because the others were too afraid to go at night, which was lame as hell. But you can also get ticketed for parking at night which was a huge drawback as well. It really wasn't all that interesting. It's fun at first when you really want to believe in ghosts because as a generally curious person of the unexplained, a horror fan, and someone who grew up hearing tons of ghost stories from relatives, the idea of the paranormal fascinates me incredibly.
But I feel like I've since outgrown it. I want to believe my relatives because they're my family, but the truth is, I don't know them that well and people are very superstitious and well, liars. It just seems very convenient that evidence or accounts of these things can never be verified and is easy to fake. Then there's the whole "only certain people can see ghosts," which basically means you just have to take whoever's word for it, and that's not good enough for me. I need to experience something for myself to ever believe this stuff is a possibility.