My 3rd favorite Type of Pokémon are Ghost-types.
Like Dragons and Water-types, Ghosts have few weaknesses, and work well against most opponents.
Unlike Dragons and Water-types, there are many special features of Ghosts, including their Immunity to Normal and Fighting-type Moves, as well as their inability to be trapped by an opponent's Move or Ability.

1. Hex

For Ghosts with high Sp. Atk, this is THE best move, even better than Shadow Ball.

In order to use it properly, you must first inflict a Status Condition on your opponent, such as Sleep, Burn, Paralysis, Poison, or Freeze.

If it's an option, Sleep is the best choice (IMO), as it completely disables your opponent (under normal circumstances, anyway), despite the fact most Sleep-inducing Moves (such as Hypnosis) are inaccurate.

For those that can't do this, Will-O-Wisp is a good alternative, and is learnable by most Ghosts.

You may be wondering:
What about Thunder Wave? And Toxic?

Well, Thunder Wave IS good, particularly for slower Ghosts, but it doesn't work on as many opponents (no Electric-types or Ground-types), and is also no longer 100 Accuracy (as of Gen 7), so it's not as good as it was.

Toxic *usually* doesn't make sense, although it's interesting (and dangerous) to use as Gengar, as it can also be combined with Venoshock, in basically the same way as Hex.

2. Physical Ghost-type Moves

Phantom Force is an AWESOME Move, for those who get it.
It DOES have it's weaknesses (such as your opponent being able to switch out, before being hit by it), but IMO, those are minor.

Shadow Claw is also a great Move, and can be learned by more Pokémon than Phantom Force.

Shadow Punch isn't that great (IMHO), although it IS an awesome move for a Golurk with Iron Fist, or a Dusknoir.
(Dusknoir doesn't have many choices.)

Shadow Sneak is an EXTREMELY useful Move, especially for slower Ghosts (like Dusknoir), as it can finish off your opponent before they finish YOU off.

The very best Physical Ghost-type Move (besides Shadow Force, which is exclusive to Giratina) is Shadow Bone, which can only be learned by Alolan Marowaks.
Although it's the only Pokémon that gets it, it is VERY powerful, mainly due to Marowak's Held Item,"Thick Club", which DOUBLES it's Attack Stat.

3. Fighting-type Moves

Ghost-type and Fighting-type Moves compliment each other perfectly.

Ghost-type moves are weak against Dark-types, and can't hit Normal-types, while Fighting-type Moves are Super Effective against both of those.

For Ghosts with high Sp. Atk., Focus Blast is usually a good (but inaccurate) choice, although it's not always an option.

An alternative is a Fighting-type Hidden Power, although it's somewhat awkward to get a Pokémon with a specific Type of Hidden Power.

For other Ghosts, Drain Punch, Brick Break, and Sacred Sword are all good Physical options, but remember: The whole point is just to cover your weaknesses.
Even if you can't use a Fighting-type Move with your particular Ghost, you should still be prepared for both Normal and Dark-type Pokémon.

4. Haunting your opponents

More than any other Type, Ghosts get a TON of Status Conditions they can inflict on their opponents.

Aside from the more normal Status Conditions, these include Confusion, Curse, and Nightmare, as well as various ways of trapping opponents.

Additionally, they get Moves like Destiny Bond, and Pain Split, which depending on how you use them, are EXTREMELY POWERFUL!

My advice is to think carefully about which Status Moves (including those that can raise or lower Stats) are best for each Ghost, and make sure you have a good strategy.

Whatever you do, though, NEVER DEPEND SOLELY ON STATUS MOVES TO TAKE OUT YOUR OPPONENT!

If you do this, you will inevitably run into problems, such as Pokémon that are completely Immune to all your Moves.

I'm NOT saying you can't focus on these Moves, I'm just saying you should have a backup plan.

Here's a Moveset for a Gengar, for example:

Hex, Sludge Bomb, Hypnosis, Nightmare.

With those Moves, you can hit most Normal or Dark-type opponents with Sludge Bomb, and if your opponents can't be put to Sleep, both Hex and Sludge Bomb can still be used as Attacks.

5. Secondary Types

IMHO, this isn't as big a deal for Ghost-types as it is for many other Types, as Ghosts are usually either really fast, or really defensive in nature.

Still, Ghost/Dark-types are cool, because they are only weak against Fairies (they used to have no weaknesses), as are Ghost/Fairy-types (AFAIK, Mimikyu is the only one of these).

It's still a good idea to have a variety of Secondary Types, however, as it gives you more Attack options (like that Sludge Bomb on Gengar).

6. Mega Evolution

Unlike Dragons and Water-types, there aren't a whole lot of Mega Evolving Ghosts.

Your choices are Gengar (My personal favorite. It's the fastest choice), Banette (The more Physical choice), and Sableye (Has an AWESOME Ability, and it's a Ghost/Dark-type).