I haven't had a visit from a loved one, but brother has dreams when someone we know has died. For example, when our grandfather died, he dreamt that grandad had telephoned him and proceeded to have a go at my brother for not going to church regularly enough (a long standing issue in our family surrounding denominations). The next morning, which happened to be a Sunday, my brother was up and dressed and ready for church at 7.30 the next morning! (As an aside, my parents took on my grandfather's telephone number to run their internet through, my Dad 'phoned my brother to check that the line was working, and my brother refused to answer because it said "Grandad" on his mobile phone!)
Also when his best friend was killed in a motorbike accident, my brother had a dream that he was telephoned out of the blue by a girl he knew, but had never given his number to. When he asked her were she had got the number she answered "Sam" (she didn't know Sam at all). She said that he had asked her to say hi from him, and that he was fine.
So when someone we know dies, we always ask my brother if he has had any telephone calls lately. It seems to be a way of communicating that lets him know they are ok, without actually "appearing" in person. Maybe they think this would freak him out.
Another thing, my MIL was a huge ABBA fan. On the day of her funeral DH and I were driving to the church. Feeling really low, I asked him if we could listen to the radio. He said no. But I felt I should switch it on anyway. We picked up a local station we had never heard before or since, who said "Now for our ABBA marathon morning, phone in with your requests"! We couldn't help but smile, and arrived at the funeral, singing along to Waterloo! Whenever we have a difficult desicion to make, we can guarantee that we will hear an ABBA song relevant to the situation, and guiding us. Probably a coincidence (statistics and all that), but DH always said his Mum had a mojo working, and we like to think that she is sending a message every so often to help us.