There are a lot of cool (different) words. Not exclusively "ghosts", but here are a few:
幽霊 - a ghost of a dead person. Classic imagery.
お化け - not always dead people, can be monsters or youkai. Has that "shape changing" nuance, I think 化け / 化ける. More "child-friendly".
ゴースト - More Western-style. Feels pretty "detached" from Japan, imo. I usually hear it in games.
霊 - pretty broad for anything "spirit-like". Can be abstract, no necessarily scary.
地縛霊 - The typical "haunts this spot forever" ghost. Bound-spirit.
精霊 (せいれい) - More of like a natural spirit. Like fairies or forest spirits. Sometimes you might hear it used for elves ← don't mind that part, I was thinking of 妖精.
PS: I haven't fact-checked everything, so I can't guarantee 100% accuracy.
