There's a lot of different shows with a similiar theme. If you actually take a look at the show on SyFy, Ghosthunters, these guys actually try to debunk cases where people think they are being haunted. This is both good and bad, it's good because it takes people's focus off of ghosts and hauntings, it's bad because it could take their focus off of all things spiritual.
Then there's the show called Paranormal State, these guys use the exact same equipment as the Ghosthunters but come up with different results, because they're looking to PROVE ghosts and demons exist, not debunk the subject.
Both are bad because they're not properly analizing the facts and data. One group searches to debunk while the other searches to prove. There's an agenda in their heads and thats how they conclude their results.
I've personally watched these shows just to watch them. I would love to actually have proof of a haunting on camera because it would 1) help athiests turn their attentions to something spiritual, and 2) we could use it to explain demons, angels, eternity, Christ, etc.
But I think of it as alcohol. Many Christians don't drink because they're told not to. Some do for special occasions but do not do it to get drunk. I wouldn't advise someone who struggles with alcoholism to be around people who drink.
If it leads you to sin STAY AWAY FROM IT!!!
Likewise, if these shows make you question your faith, or if you've practiced the dark arts before becoming saved, if you're not mature enough in Christ, don't watch them. Stay away from them.
I say this for anyone who tries to stay away from certain things on TV that they're afraid would make them stumble and woyuld be likely to watch, have someone set your parental controls with a password you don't know and block these channels out.
This helps you from stumbling upon late night Cinemax, shows on the paranormal, etc.
Again, the shows aren't bad themselves, it's how you receive the shows and what they make you do or think that should help you decide on watching them or not.