This is the device http://www.amazon.co.uk/Brainwave-Starter-incl-MindWave-Mobile/dp/B00B1B1H68/ref=sr_1_1?ie=UTF8&qid=1383037186&sr=8-1&keywords=mindwave it's very basic but it does have a decent SDK with it that you can access in a number of ways so you can't complain.
There was a different model that I was interested in that cost around £800.00 for the device but it transpired that they wanted a completely insane amount for the SDK (around 10k) so we left them well alone.
Initially our plan was just to make sure we could get the readings out of the device which involved pinvoking a dll but the documentation was fairly good. We got that up and running after some fuss with the comm ports etc...
Once that was done we made a little site using SignalR. This worked really nicely as you can create a client using the SignalR.Client library that then fed real time information to the SignalR site. This site then pushed the data as a live feed using WebSockets (it falls back to other things like long posting if your browser doesn't support websockets).
All in all we had the SDK and the live feed up and running in around 2hrs so last Tuesday night was one of our most successful sessions yet!
I think our next plans are to create a nicer looking signalR website to display the waves and release it onto Azure so people can monitor me and then I then I'd like to work out how to hook the device up to mobile devices so I can track the waves on the move.