Three Main Types of Hauntings

Residual Haunting
A residual haunting is one of the most popular forms of a haunting. Residual hauntings occur when the spirit experienced something traumatic, such as murder or a freak accident. This energy gets trapped in time, imprinted in the place of which it occurred. This is not an intelligent haunting, thus a residual is comparative to a movie; meaning it plays the event over and over again. There can be no contact made between you and the entity, and the entity is unaware of its surroundings. People who have experienced this type of residual haunting may encounter footsteps, crying, loud and sudden bangs.
A residual haunting can also occur when it's caused by something positive that happened, like an event/party. This energy is imprinted in the space. People who have experienced this type of residual haunting, may have experienced hearing music, dancing, people talking, laughing.

Intelligent/Interactive Haunting
These types of hauntings are more rare, however they do exist. An intelligent entity is one that is able to move objects, speak, and respond directly to instructions and requests of a person that's in the room with it. These entities are associated with any type of physical activity, voices, scent, or touch. There are even specific cases where a manifestation of the entity is experienced.
Intelligent hauntings can be a result of, a traumatic incident, unfinished business, emotionally attached and/or distraught, fear of passing over, unaware that they have died, they cannot rest due to an injustice. Generally the entities seem to be attached to particular locations and people.

Demonic Haunting
A demon is an entity that is inhuman. Never has it been a human and never will it be. Those few who have encountered demons report them as being horrific looking creatures, as their sole intention is to frighten you and cause you harm. In a demonic haunting, this entity is generally attached to a single person or location however, demons are able to constantly move locations and follow those whom it's attached itself to. In a demonic haunting, those involved have experienced a variety of sinister and evil encounters. Not only are they intelligent entities, they are also cruel and ruthless energies. They can cause emotional fluctuations, scratch marks and/or bite marks, loud noises, disruptions during sleep or significant celebrations. Demons exist purely to cause chaos and stress in your life. They work to wear you down, and sometimes, they do this as an effort to possess ones bodily form. Demons have also been referred to as soul stealers.
When dealing with a demonic presence one must always be cautious and constantly aware of their surroundings; never provoking the spirit or asking it to come forward. It's commonly believed that demons feed off negative energy, thus the more you send out into the atmosphere, the more likely it is to manifest itself.

the Imp demon

We were sharing stories tonight about different things we've heard over the years about small sized demonic beings. I decided to look up some info online about small demons, but I came up with very little info. It seems the most common term for one is an Imp. I've had family on both sides with experiences with a little demon or Imp. My father and great aunt have each seen one at different points in their lives without knowing of each others stories. In both cases the description to me of the Imp was the same. It was a small doughboy sized creature. It had similar shape to a human, but it's body didn't have any real features similar to a doughboy. In both cases the demon appeared to them at a very stressful time during their lives. It seemed the little demon was their to antagonize them. It only appeared to them for a couple of seconds, but it was laughing at them as if it was taunting them.

On the other side of my family (my wife's side) they share stories of a little demon in their culture. In their small group of people from Thailand it seems very common to have occourances with these creatures. As a young girl growing up in the states after her family moved here from Thailand she remembers different encounters with an Imp that they believed lived in their house. It was normal to here little footsteps running through the hallway upstairs when they were downstairs. In their culture they would say the small demon would sit on their chest at night and make it hard for them to breathe. Outside of the occourances with this little demon they believed there was other Demons in their house at times. I feel like the Imp is there to stress or antagonize you during uncertain times. Although it may not cause any immediate harm, or it may be seen as a type of jokester; it may be laying the groundwork for more powerful demons to take hold of a human or try to break them completely. I see it as a sort of gateway demon who is set in place to be a thorn in someones side while bigger things are in the works.

for a definition and origin of the Imp look here at Wikipedia