Regarding the brainwave entrainment via neurofeedback mentioned above I have been searching online and have come across this website:
eocinstitute.org
This system purports to train the brain to reach "beneficial brainwave states: alpha, theta, and delta waves" via "EquiSync® sound technology", avoiding vision as mentioned by Ark.
The website offers both CD ROM and downloadable versions of the system, thus avoiding the requirement for physical machines which appear to be quite inaccessible.
The only thing I cannot see is whether this system has a way of actually recording our brain waves as we are training or whether they simply assume that by listening to this system our brain will enter these states. I will e-mail them now to try to find out how this is meant to work.
I cannot vouch for this system as I have not yet purchased it/used it, but a downloadable sound based program may be a useful alternative to machines mentioned by Ark? FWIW.