I'm apologising now for the length of this question, I know its not the most appealing length :/
So.. I'm having some rather strange experiences and I'd like some advice from here before I go running to my GP or anything.. I will list some examples.

A few weeks ago now I was sitting quietly in my room writing and all of the sudden something/someone talked into my ear but it was as though I couldn't move (so I couldn't see who/what it was), they said something along the lines of "I'm so sick and I must be up 2 hours ago." It was extremely bizarre.

Another experience, I was sitting with a friend and they were talking, the window was open and the whole room went really bright, my friend became dull and the outside noises were extremely vivid.. I also felt extremely cold and overwhelmed, I could then hear whispering but I was unsure of where it was coming from :S

Another thing, I ALWAYS feel as though I'm being very very closely watched (quite literally all the time).

There are many more, but I feel like this question is already too long.
Please help me out/advise if it's possible.
Thank you.

I'm no expert in this field but I think your intuition (which we so often ignore) has already told you there's a spirit floating around you. It doesn't sound like it means you harm, just wants to be noticed. Your first example sounds exactly like something that happened to me a few years ago. I felt so violated by it because it almost felt as though it was literally inside my head. You listed this under mental health, but I don't think your crazy at all. As far as these things go I have a live and let live philosophy. And up until some real turmoil hit me I didn't have these expierences more than yearly. If it is bothering you, look to your higher power. If you want to have your pastor over for coffee and a prayer it may stop this for you, just be honest with him/her. Hope this helps!

I believe you. I'd like to inquire about personal history if I could. How long has this been going on? Any history of spiritism or the occult in your life or your families past?

It sounds very much to me like you are a spiritual person and some of those in spirit are around you and trying to communicate either with you or with someonelse through you. It is nothing to be ashamed of or embarrassed about. I have had various spiritual experiences over the years though they didn't involve voices except once. At first I dismissed them as imagination etc but now I just accept that the spirit world is around me and that I have psychic abilities. I regard it now as a privilege and am at ease whereas at first I was quite frightened! Relax and see what it is they are trying to communicate with you. They are there to help and guide so make the most of it. Personally I wouldn't go to the Doctor with this.