Most typically people report "hearing" things that go 'bump' in the night.   The most commonly heard sound is that of someone walking, frequently associated with this sound is hearing a door that opens or closes. Upon investigation there is noone on the premises.

Although less typical, reports of 'seeing' a spirit or being 'touched' are the next most often reported incidents.   Smell is often associated with spirit activity.   I hesitate to list smells and thier associations for fear of influencing anyones perceptions of a situation.   However if you are associating smells with spirit events don't be frightened, this is pretty common too.

Here is a short list of some common events that happen in a haunted house:

 

Seeing shadows move around

Hearing footsteps in a vacant room

Missing keys or other small objects

Lights, televisions, radios etc. being turned on when off, or vice-versa

Household animals staring intensely at nothing or acting unusual

Doors and windows being locked or unlocked, shut or opened

Being touched when noone is present

Often active hauntings have distinctive smells associated with them

Areas within the building that have notably colder spots