Ghosts are being abused, and this needs to stop. Although ghosts can make for some great comedy, they can also make for an even greater literary device. And since it is the season for a few scares, let's discuss how to spice up your ghosts.
The classic ghost is a great bogeyman. When used as an elemental force rather than an actual character, the ghost can make a great element in a mystery or a horror story. The ghost can scare the characters onto the right path or punish the transgressor of a crime in grand allegorical style. When used as the girl who helps solve the case and then disappears at the end of the case, it can add an a-ha moment. Make sure you end the twist, but don't oversell it and it can actually work.
However, the ghost also makes for a great symbol of change. A lot of people seem to concentrate on the Death card as being final, when in reality it is a sign of change. Ghosts can be used in the same, to show a definite changing point. I know it's a bit schmaltzy to use ghosts as helping the living adapt to change, it nonetheless works really well in the right story. I definitely suggest avoiding the other side unless you have a mythology built as travels to an ultimate resting spot doesn't usually work all that well, but they do seem to work decently as coping mechanisms.
[Yes, I'll be handling the afterlife on its own terms, just not right now.]
I would suggest you keep ghosts to their minimal powers: telekinesis, phasing through walls, possession, and possibly flying and teleportation, as well as invisibility, and possibly some form of fear-based attack. They also have a limited number of weaknesses, such as can't penetrate some mystical substances and cannot penetrate magic circles and salt barriers. Writers tend to get into trouble when they add to what ghosts can do for the sake of originality, but a ghost's power in a story isn't based on its actual abilities but what it symbolizes; remember that and you will do fine.
What I am trying to stress here is that a ghost as a character should be avoided unless it helps the story. The best of Neil Gaiman's characters is Death; the reason for this is because she is used sparingly. When she shows up, she does what she has to do and then goes right back into the woodwork. She's a brilliantly realized character, but she actually gains in literary utility because she is not over-used; she makes for a brilliant character to underscore a point when she makes an appearance, and that's exactly how you should use a ghost. A ghost should pass through your story, make an effect, and then disappear...