According to the script, the only way a Jedi can become one with the force is if they reach a higher state of mind through compassion. However, once they reach that "level" they can train themselves to fade away...which is what Ben and Yoda learn to do. When Qui Gon died he had reached that "level" but hadn't learned to let go at will...hence his body didn't dissapear, because his spirit already left his body after he was stabbed. So he can still appear as a ghost and make his voice heard. Ben and Yoda both trained to have the power to fade away at death. Anakin didn't train...but reached that "level" of compassion when he gave his life for Luke....so he gets to be a ghost.

Only problem is that Anakin finally attained that "level" as an old man...not when he was a kid, so the presence of Hayden isn't justified under any circumstance.