Have you ever seen the show "Ghost Hunters" on the SciFi Channel? They use regular things like tape recorders and video cameras to catch some very interesting things going on in reportedly haunted locations. Of course, if it happens to be a person sneaking in and out, you should be able to catch that as well - especially if you make sure the camera or tape recorder is fairly well hidden in a "hot spot".
I actually have a tape recorder small enough to fit in a pocket that we purchased when my son was having problems with an abusive little girl next door. When the bus driver was about to throw both my son and this girl off the bus if something didn't change, it allowed my son to prove his innocence.
We also purchased a camcorder for a family vacation a few years ago, and between the camcorder and the tape recorder, my daughter was able to prove her own innocence to my husband, who was accusing her of getting into our food cupboard in the middle of the night. The tape recorder in her room caught the sound of her snoring at the same time as the video camera caught the cat pulling open the pantry door - and then the cat bolting when my husband went down to investigate. He said something aloud that was caught on both the camcorder and the tape recorder at the same time, and since the snoring continued on uninterrupted, there was no doubt about who was raiding the pantry in the middle of the night.
Using such tools may allow you to confirm if there is a human element to your "haunting" - or if you truly have unexplained phenomena that a paranormal society like TAPS might be interested in investigating for you. Most do so at no cost to you.