A few friends and I had the pleasure of staying one night in room 720--the room Leone Jensen stayed in. We didn't have any run-ins with her ghost, but we had a good time just the same :)
Be sure to talk with the night security manager Dennis Yesh . . . he is a hoot! He can familiarize you with the history of the building.
Don't expect too much for amenities--come for the history and the location :) Get some drinks downstairs at Rice Paper.