Aliens: Has to be something out there somewhere, but they didn't have a hand in the pyramids. They could be far more advanced than us and still unable to reach us from another galaxy or whatever. All the reports about little grey men and UFOs strike me as bullshit, mostly because they seem to happen in really boring/isolated places and they are just too anthromorphized. There's no reason that intelligent life should be even vaguely humanoid, or their technology to resemble ours. Hell, it seems possible to me that we'll miss our first encounter with microscopic extraterrestial life because we won't even recognize it as bacteria. In short, I think that if we ever find aliens, they will be much more alien than even our better sci-fi writers have dreamed.
Cryptids: There's no doubt been a couple of species that have gone extinct in the modern era without being properly documented, and a few serious beasties that live in the deep sea (I believe the existence of 30 ft.+ giant squid was only confirmed in the last few years), but as far as Nessie and Bigfoot go, nah. Too many people looking for too long, which lends itself to hoaxes and mistakes, giving it a self-perpetuating thing going on.
Psychics: Some combination of the highly intuitive and highly unethical. It'd be pretty cool if some people's brains were developing new senses or ways of processing impulses, but I really don't think so.
Ghosts: Nope. We're terrified of death, along with the dark and many, many other things. Sometimes we roll these things together and let them get away with us. Through in some legitimate hallucinations, wishful thinking and childrens' tales (kids seem inordinately involved in ghost stories, don't they? I can't think of a ghost movie that has an all-adult core cast, as opposed to slasher, monster or zombie flicks), and we start to see patterns in random blots of ink.
Astrology: This is one that a crazy number of people buy into, at least somewhat. I think it's mostly crap, but if there is any nugget of truth to it, I'd put it down to the season into which a child is born (meaning their first impressions of life outside the womb), can have a hand in shaping the personality type. Like, those who are born in the dead of winter may begin to absorb the world as being a colder, darker, generally less inviting place than those born in summer, and that can set them up to develop certain character traits. Mostly, though, I think people read about their "sign" and nod because 1) the characteristics are always put in the vaguest terms, so it can apply to as many people as possible, and 2) even when completely inaccurate, they are always phrased in such positive ways that the more wrong it is, the more the reader wants it to be true. For example, it would never say "Gemini: you can be quite a dickhead to your friends," but "Gemini: you're known among your friends as very strong-willed." The Gemini reading this would recognize it as true about himself if it happened to be accurate, but (here's the beauty of positive phrasing) the more timid he actually was, the more he would want to think it was true. No one wants to reject compliments, genuine or not, and the Zodiac signs are generally complimentary to everyone.