These people have absolutely no clue as to what they are dealing with. God absolutely forbids talking to the dead. King Saul did it and he and his son died the next day in battle. There is no such thing as ghost in the since of grandma or some long dead spirits lingering around haunting someone or someplace. The Bible clearly states that to be absent from the body is to be present with the Lord! Of course this only applies to those who are saved, those who are not saved can read Luke chapter 16 and see where the unsaved go at death.
These people on these shows are conversing with demonic spirits and are being deceived by Satan. They are dabbling on very dangerous ground and people watching this stuff should be warned of the dangers of demonic oppression and possessions.