I'm not sure how the ghosts are done, but visual effects can really raise the price of the movie. Because they're not crucial to the plot and the movies haven't been as true to the books since the first two films, they've probably been cut because the movies are expensive enough to produce -- think of the trio's salaries!
I wouldn't be surprised if the ghosts show up in the sixth film, just as a reminder -- because they are so important in the seventh book, and it's the last change for the filmmakers to do so before the end of DH.
The ghosts are always present, but because they do not move the plot along, they are just not mentioned. In crowd scenes, not everyone presant is named. I think of the ghosts as silent observers. They also might have a favorite part of the castle, (Myrtle and her U-bend) which they spend time in doing whatever they want to occupy thier time.
Different directors just want different things, and the ones that don't feel them essential to the story just cut them to make the workload easier, though I have to say that I would like to see them again. ^^