I've never had an experience with one, but I've read some stories of other people who have. They can be kinda creepy at times, but until I use one myself its a little hard to take to heart.
I saw a crazy scary movie when I was a kid that was about ouija boards and mirrors and bloody mary and all this other crazy stuff that scared the life out of me. I cant remember the name of it but from that point on I steered away from that type of stuff. Anyway, here are some stories you might want to read...
http://www.graveaddiction.com/ouija.html