Two disclaimers: 1) I don't think one needs to work with spirits to be LHP. If it doesn't appeal to you for personal reasons, just don't do it. 2) I don't believe that spirits are real in the objective sense, but I do believe in the experience of demons. Our mind contains enough wonders and horrors on its own and they can manifest in sensations that most definitely are real. In the end it doesn't really matter where they come from.
So, I've had both good and bad experiences with spirits. My worst ones have always involved other people, i.e. their demons that I've been naive enough to take as my own. They can scare you and follow you around if you let them, but demons can just as well be valuable guides for exploring you hidden self. I used to actively work with spirits for years and the lesson I eventually learned was that I wasn't afraid of any demon or spirit as much as I was afraid of myself. I believe that when we learn to love the demons that manifest to us, however violent, twisted and horrifying they are, we will learn to love ourselves and those around us. It also teaches about setting boundaries and standing up for ourself.
That isn't to say I've only encountered malicious entities. I've met mentors, guides, tricksters and also, for lack of a better word, gods. When you open yourself up to the possibility, you might experience the same thing -- or you don't. Be aware of the fact that ultimately you choose what sort of reality you walk into. Don't be ignorant of that choice. If anyone (me included) tells you something you don't like or don't want to believe in, then banish it from your mind and don't let it affect you. I'm not a big fan of banishing demons, but there are plenty of ideas that do benefit from the old fashioned "get thee behind me" treatment.