I have GURPS campaign on hiatus right now, where the party comprise a team of paranormal investigators in a Seattle-like town. Almost everyone in the group has some sort of ability. I play a low-level superhero who was abducted and returned with a good percentage of my body replaced with alien crystal. I took the standard investigator build and tweaked it with some ghost powers.
The GURPS system is a good place to play a paranormal style campaign. It really works for us.