First, you should decide if you even WANT to join a banner-exchange program. Doing so may well damage your search-engine rankings.

I'd concentrate on personalized, direct exchange of links (not necessarily banners) with relevant sites. To help you find relevant sites, you might want to consider conducting a survey of your users. As them what other sites they visit that focus either on paranormal phenomena or on stories. (Not necessarily ghost stories, but maybe "scary" stories - this would be ideal, as the sites might not be directly competing.)

When was the last time that anyone ever clicked on a banner?

When was the last time that anyone ever clicked on a banner?

So far as I know it was the 3rd of December 2005, but the person involved has since claimed it to be a slip-of-the-mouse. There have been clicks reported during this year but they were all later found to have been automated to inflate click-statistics. The last confirmed, voluntary and undisputable click still remains the one in March 1999.

You may do better by running Adsense and taking the funds to buy Adwords...