All throughout the shows and movies I couldn't help but notice that the ghosts/etc seem to be more more about trouble making rather than outright evil and violent.
The shows aren't really a good example, you're not going to have a lot of material showing your heroes getting hurt in a cartoon. The movies are a little different, but you don't really have the time to show your main characters going through a lengthy period of recovery for something like a broken arm, or some other significant injury.
While getting scared or spooked did they ever actually fear for their lives? (not just being terrified beyond belief)
Fearing for their lives? Well, on the whole, no, again with it being a cartoon, you're not likely to see them depicted as being fearful for their lives because you're not going to want to show your show's heroes as cowardly in some way...
However, one of the few big exceptions was Egon's fear attack which helped to bring the Boogieman back to our world, then there was Peter's sudden attack of anxiety when he'd climbed the girders in the Generous Motors warehouse to battle the Gremlins. Other instances are when Ray got sucked through the hole in the Limburger house, and when he encountered the disembodied hand in Cry Uncle
In the IDW comics, there have been more examples of injury, the most prominent is from one of the early arcs involving the possessed theme park, where at the end Peter is briefly hospitalised after being dropped from a height while wearing his Proton Pack. Another was early into the Ghostbusters International arc, where Egon was forced to walk with a stick, and wear lighter equipment due to the burn he'd sustained on his leg.