My story happened last year (2008), beginning in approximately mid February and ending some months later when we moved house. The house in question was a rental, so we would have moved on anyway, but I was still quite relieved to go.
I was about three months pregnant at the time, and we -myself, my partner, both of us now 19, my brother now 14, my sister now 11, my mother and father, and family cat- had been in the house about four months, and aside from odd sensations occasionally, such as the feeling of being watched (which is quite common for me), there was no suggestion of spirit activity. The relationship between myself and my partner was quite strained at the time, not least so by the bub on the way, meant that often we would not go to bed at the same time, with him staying up to talk on the internet until ridiculous hours while I rested.
I had just turned off the light that first night, and my eyes did their usual 'wander randomly at things in my room' which helps me fall to sleep. But this night, my gaze was drawn to the center of the room, about two feet from where I lay, and there I saw (or thought I saw) a patch of air that seemed thicker and darker than the rest. I am quite curious by nature, so I stared at it more intently, and then realised it was in a humanoid shape. I felt myself suddenly overcome by fear, and I moved quickly to flick on my lamp. I could no longer see the figure in the light, but I still felt very disturbed and not at all sure if I had seen something or just dozed off incredibly quickly, so I went to tell my partner. Both he and I are of a skeptic-but-kind-of-believe mentality (if that makes sense), so I don't know if he believed me then but he let me curl up next to him and asked all the appropriate questions, and then gave me soothing words and comfort until I fell asleep.
We didn't think much more of it, though I preferred sleeping with the lights on after that, as I'd rather lighter but assured sleep rather than waking up in terror.
There was a couple who we saw quite frequently back then who used to stay for the weekend. About a month later, my partner informed me that the girl (we'll call her Jenny) had told her partner (alias 'Bob') that she had woken in the night to see, quote, 'a dark hooded figure in the middle of the room' which had scared her, but she had rolled over and gone back to sleep. My partner claimed he had not told Jenny or Bob of my encounter, if it was such, prior to being informed of hers.
Also, not every night (as I said, I preferred to sleep with the lights on after that), but whenever I had decided to be a skeptic that night and turned the lamp off, I saw the similar darker, thicker patch in the middle of my room.
I possibly would not have been so disturbed except that I was pregnant at the time (as I mentioned before), and I was a little concerned that the 'apparition' had begun to appear around the 'official' (read: doctor's calculated guess based on ultrasounds at) the three-month mark of my pregnancy, which is when I consider (and I think I'm not alone in this) the embryo becomes a foetus, or baby. She just turned one in September this year (2009).
My partner and I saw the figure countless other times, always standing immobile in the centre of the room, and to my recollection always accompanied by feelings ranging from 'creeped out' to absolutely petrified, though there was never much of a feeling of it during the day. I can't remember now if I ever heard anything or felt random hot and cold flashes or anything else typical of paranormal activity, but pregnancy brings on a lot of emotions and sensations out of the norm so I take that into account as well.
Jenny was not pregnant at the time though, and Bob wet the bed a couple of times when he was staying at ours, of course denying it (at 19, who wouldn't? But you can't fake-pee).
Hope this gives you food for thought. It certainly visits my thoughts from time to time now.