EVERYTHING in the bathroom was exactly where I had left it the previous night. Was this good or bad news? Well, that depends on what you are seeking.

Despite staying in the most haunted room of the most haunted hotel in one of America's most haunted towns, I failed to meet any ghosts.

The word was that the ghoulish denizens of the Grand Hotel in the old Arizona mining town of Jerome are fond of fiddling with visitors' toiletries. Why on earth would they be interested in your mangled toothpaste tube and travel-size shampoo?

The hotel used to be a hospital serving copper and gold miners in the boom of the early 1900s, so perhaps cleanliness is as vital for the paranormal inhabitants of today as it was for the flesh-and-blood patients of yore.

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Guests at the Grand often report the sound of deathly groaning and consumptive coughing coming from empty rooms and hallways at dead of night. I am scared of the dark, so I was secretly relieved that the wandering spirits left me alone.

“I've had guests who stayed in your room come to me and say that they dreamt of a nurse walking about at the foot of the bed with a clipboard,” said Ingrid, one of the receptionists. “Others say that things were moved around in the bathroom.”

Her colleague Bob nodded gravely. “There are a couple of rooms that used to be called ‘the death rooms' because patients were moved there if they were likely to die in the night. Guests have woken to the sound of people struggling for breath,” he said. In most hotels that means you can hear your neighbours' hanky-panky, but in the Grand it is a haunting.

The hotel's original grille-fronted lift is still in working order, but is also said to be haunted by a hospital worker who was decapitated by machinery in 1935. A maintenance man is also believed to have hanged himself in the basement. “Mind you, that probably happens all the time at some hotel chains, but you don't get to hear about it,” Bob said.

Jerome's last working mine closed in 1953 and the hospital remained mothballed, stretchers strewn in the corridors, until it was restored as a hotel in 1997. By then Jerome had changed from boomtown to hippie hang-out to its current artists' colony and historic destination - with a reputation for supernatural happenings.

The Grand is not the only haunted hostelry; the whole town is a ghost-hunter's destination. On October 31 every year, ever since hippies threw a memorable shindig there in the Sixties, it glories in the title “The Hallowe'en Capital of Arizona”.

Thousands of revellers in fancy dress jam the “Spook Hall” community centre, the town's bars and the steep, narrow, switchback streets.

“You find yourself playing pool in the pub with a man with a hatchet in his skull,” said one shopkeeper.

Many carry their “heads” under their arms in a tribute to the ghost of “Headless Charlie”, a copper miner who died during underground blasting and is still reportedly drifting around the old tunnels. Others appear as ghostly prostitutes.

An entire floor of the town's Mile High Inn is rented out by the same ghost-hunting family every year, as they search for the figure of a Victorian lady and her meowing cat shuffling endlessly along the hallways.

Believers are drawn by Jerome's nickname of “America's largest ghost town”. Others come to marvel at the industrial history and the evocative old mining machinery that still looms over the lovely Victorian buildings and museum.

Jerome's precipitous location has prompted yet another moniker - “the most vertical city in America”. From its spectacular perch 5,300ft (1,600m) above the Verde Valley, the town looks across a shrub-dotted crimson sandstone landscape to snow-capped twin peaks that mark the historic Route 66 town of Flagstaff and the dramatic approach to the Grand Canyon.

So, from charming little Jerome to the yawning chasm. The Grand Canyon is mind-blowing but, oddly, not officially haunted. This is despite the hostel at the bottom, where my travel buddy Lisa and I stayed. It is called Phantom Ranch after the local Phantom Creek that feeds the Colorado River. You would imagine the canyon to be packed with ghosts since about half a dozen people perish there every year - usually by taking a tumble or suicide dive, drowning in the raging river or getting lost on a hike and dying of thirst in the heat. But you come to the canyon simply to have your spirits jolted by the incredible scale and vivid colours of its jagged depths - and because no visit to this part of Arizona is complete without it.

Trekking down seven miles (12km) of zig-zagging dust trail from the south rim to the churning Colorado is epic enough. Then a day or two hiking at the bottom leaves the crowds behind and you enter a scorched other-world of throbbing heat and dizzying views of layer after infinite layer of pink, orange and purple rock. By the time we stayed two nights at Phantom Ranch and marched seven hours back to the canyon rim we were in a semi-transcendental state.

This was an ideal state of mind in which to absorb the wonders of Sedona, a two-hour drive south. The deep red mesas, buttes and columns rising abruptly from the desert plain are said to generate mystical energy that gives you visions of your former lives. Was I previously a centipede? Had Lisa once been a world leader? We sought answers.

Avoid the hideous town centre, which is trashed with trinket shops and signs offering psychics and healing. Instead, head for “Vortex Central”: Bell Rock, Courthouse Rock and Cathedral Rock. Each is a stunning vermilion colossus carved by nature over the ages.

“Did you get sucked into the vortex?” I asked a boy clambering down the smooth-bouldered trail from the vast Cathedral Rock.

“No, but my spirits were way uplifted,” he drawled.

“Vortex?” I asked a floaty-skirted woman. “Well, I had a feeling of elation; maybe that's it,” she replied.

“Um... vortex?” This to a panting, sweating man. “It's either that or an oxygen deficiency,” he said.

We stood, full of anticipation, close to the soaring formations. Strange breezes swirled between the columns. A hummingbird whizzed by, swifts swooped. Nothing happened. At least nothing weird.

Then, as if by magic, a sense of exhilaration stole up on us. The rocks were so vivid that we could almost believe they were silently humming with energy. If we had enjoyed previous lives, the rock was not giving anything away, but we felt kind of high. On the hike down we stumbled on a deserted New Age ritual site, rocks and twigs arranged in circles. Cool? Sinister? Silly? It didn't really matter.

The stunning cliffs and clefts of the red rock country eclipse the myths and legends surrounding them. The New Age flock began converging on Sedona about 20 years ago waiting for Bell Rock to crack open and a spaceship to rise from the rubble. They are still waiting.

There are dozens of mysterious places dotted around this rugged state. But rather than take anything away from the natural beauty, the mysteries simply add a certain metaphysical je ne sais quoi that makes Arizona even more wildly irresistible.

Need to know

British Airways (0844 4930787, www.ba.com) flies from Heathrow to Phoenix from £427 return.

Enterprise Car Rental (0800 9171288, www.enterprise.com) has a week's rental from £145.

Where to stay

Jerome Grand Hotel (001 928 634 8200, www.jerome grandhotel.net) has doubles from £69 a night. Blue Heron Guest House (001 928 634 3989 www.blueheronguesthouse clarkdale.com) has a cottage sleeping two from £49 a night.

Grand Canyon Phantom Ranch (001 303 297 2757, www.grand canyonlodges.com) from about £22 a night for a dormitory bed.

Sedona Briar Patch Inn (001 928 282 2342, www.briarpatchinn.com) has a cottage sleeping two from £118 a night.

Phoenix Sheraton Wild Horse Pass (001 602 225 0100, www.wildhorsepassresort.com) has doubles from £132

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