The Neurosky holds up pretty well for most people with the onboard algorithms and easy setup. I actually own every product they have released, even the Star Wars toys.. but not the Necomimi... haha.. I have very good protocols for it with Mind Workstation that I can share.

I wanted to do a lot with training on MWS (I have come up with dozens of things that no one else even knows is possible) but the Transparent company is not so supportive at this point, moving in a new direction. My own software and that of others will replace it in the future. Still, it is the best out there right now.

Other more advanced headsets require BioEra of BioExplorer to really utilize. There is also a new, nice piece of software making inroads called Neuromore. I am a beta tester of that. The Emotiv EPOC is still the best overall value but somewhat hard to manage until you learn some tricks. I am willing to share and have commented on the Transparent forum for instance on how to best use it.

Another option I use with BioExplorer is the EEG-SMT from Olimex. It is a nice 4 channel unit and not at all expensive, especially being that it has active electrodes available.

The OpenBCI company is getting ready to shake things up later this year with their new, cheap releases: That is the company to watch.

Having biosensors is crucial if you really want to gather metrics and track progress.