well, hey, sort of relevant stuff follows..
I have never used any commercial CES device, but I have messed around with a simple magnetic stimulator (basically just an MP3 player to generate the desired wave and a coil of the telephone-pickup variety). it really worked surprisingly well at inducing sleep quickly (delta freqs, can't remember exactly where but probably the right temporal/frontal area), but prolonged usage (greater than a few minutes) had a nasty side-effect of a weird and long lasting pseudo-headache. some quick PubMed cruising (main ones regarding magnetic field exposure in mice and induced DNA damage) led me to give ascorbate pre-treatment a try... and it worked - I had no more headaches during the times I used mag. ascorbate beforehand (and consistent headaches without). despite that, I still had no real understanding of the consequences of any-term usage so I didn't mess with it much more. also,
http://home.comcast....iofeedback.html +
http://home.comcast....feedback_2.html might be of some interest
on binaural beats and the like... I used to use bwgen a fair amount. I found it pretty useful and I believe that it helped me shift into meditative states easier than without. the photic stimulation also sometimes induced OOB-esque sensations (which I would describe as feeling as if your body was moving backwards and compressing into an infinitely small point) for me at times (fairly frequently) which were pretty neat. I remain skeptical that the effects of it are wholly beneficial (related anecdote, during the time I was frequently using bwgen I had gone to get my license renewed. during the eye test I had not realized that I had completely neglected my left visual field and did not until it was finally brought to my attention), however.