I had a lot of things like you described about your ex girlfriend happen to me after my grandmother died. It was my first real dealing with death and mortality. My grandfather had died when I was about three years old (it is actually my first memory, because I basically watched him die) and I was obviously too young to go to the funeral so it wasn't as if I could deal with his death in a proper manner.
Anyhow, my grandmother dying when I was twenty or twenty-one was the first death of someone close to me of my adult life. Going to her funeral and seeing her in the casket was very eerie. At the beginning of the funeral my mother and I knelt in front of the casket and we were talking about her and how we loved her, and I felt very strongly that someone was behind us watching. As if she was standing behind us watching us look at her dead body. Eerie as hell. It was the first dead body I'd ever seen and I thought I saw her move on several occasions during the funeral. I almost had to get up and walk out while my uncle was giving the eulogy because I could almost swear her hand moved. I know it was my mind playing tricks on me, I wanted her to be alive so badly that I was probably projecting that. But it was very freaky and seemed very real. Tears were streaming down my face and I was shaking uncontrollably.
So for months after her funeral, I would walk home the same way from work. I worked the night shift so I would be walking home at about 3am or 4am every night. I would sing to myself or play my tin whistle. Everything was usually so quiet and peaceful. I would often feel like someone was walking with me, but no one ever was. On my route home I always walked through this park. Beside the path there were tall lights. I would walk down this path, and every night, the same light would go off as I approached, then turn back on after I passed. It happened every night for weeks. I even stopped right underneath the light one night, to see if it was somehow coincidence or timing or anything to explain why this light always went off when I approached. I stood there for a good five minutes, playing one of my grandmother's favorite tunes on my tin whistle. It was like a dedication to her in a way. I played the song and then started to walk away, but walking backwards facing the light. As soon as I was about twenty feet away from it, it went on again. After that, it always stayed on, even when I stopped and waited to see if it would go off or flicker or anything.
I've had some other less personal things happen. Like the door to my bathroom flying open while I was taking a piss one day. No one was home with me and I have a habit of locking the bathroom door, even when I know I'm alone in the house. The door not only opened, but it slammed against the wall and I pissed all over my leg and the floor
The room suddenly felt cold and I got chills all over my body. It never happened again, but that memory is very vivid.
When we first moved to the city I currently live in, when I was about eight years old, I was just finished taking a shower. The laundry basket was in my parents room and I opened the door to put my wet towel in there and I looked across the room to see a black figure standing in the corner of the room on the other side of the bed. The lights were off, and this figure was blacker than the darkness. I stared at it for a moment and then it started to move around the bed towards me. I freaked out and slammed the door shut, frozen in place, gripping the knob. I stood there for probably several minutes before I got the courage to open the door and take another look. When I opened it again the figure was gone, I tossed my towel in the basket and went to bed
Probably the most frightening of all was the man I saw one night. There's an auto body shop by the apartment I used to live in and one night at about 3am I wanted to have something sweet so I took a trip to the local convenience store. As I approached this auto body shop I noticed a car parked in front. It wasn't there the day before, and it was a fairly old car. From the 50's or early 60's. Big long boat, like a cadillac or something. I noticed a man standing beside it wearing a hat. I thought it was strange because of the time, so I kept walking closer, wondering what this guy was doing. As I got closer I saw that he was wearing an old hat and trench coat, like they did in the 40's or 50's. He was standing there with his hand on the hood, staring at me. I kept walking, thinking, "What the hell is this guy doing?" I was getting this weird feeling like I shouldn't be seeing this or that there was something wrong. I got pretty close to the shop, close enough that I could see him smiling and the light from the front of the shop on the brim of his hat was casting a shadow over his eyes. I looked down for a second, maybe less than a second, an eye blink, and when I looked back he was gone. Just vanished. No fading out or "beam me up Scotty", nothing. Just vanished. The front of the shop was pretty long and the business beside it (a bakery) was attached. There was one way to the back of the building, and it was on the opposite side from where this guy was standing. There's no way he could have ran that far in five seconds, let alone one. I got insane chills all down my back and I stopped in my tracks. I just stared at the car, wondering what the hell just happened. The guy didn't look transparent like you see in the movies or expect to see, he looked like a flesh and blood real person. Very, very strange. I walked towards the car and even looked underneath it
I thought maybe that this guy had recently died and he was visiting his old car one last time, to say goodbye. That was the best story I could come up with. On my way back from the store I stared at the car as I walked past and no one was there.
I've also had all sorts of things happen when practicing witchcraft. Especially with candles, like you mentioned. I'll save those stories for later, because I have to hit the sack now