Harry Price is probably the most famous of all ghost hunters and paranormal investigators, certainly in the UK. He is most notorious for his involvement with the case of the famous Borley Rectory haunting.
He was born in 1881 in London. There is detail about his life here:
There is lots of interesting information about Borley Rectory here:
and certainly there are more informative links online.
Price is a fascinating individual and the story of his life and investigations is worth reading even if you are not a believer in the paranormal.