I had actually done some reading up on EEG a few years back and I found it to be a pretty fascinating topic. The concept is rather interesting, in that there is a study on whether you can actually train your brain like much like you can a build up a muscle. In theory, it sounds like you can actually do such a thing and increase your level of focus on demand. Who can't actually use that skill, eh? I have gone through a few sessions where I was playing a video game simply by having electrodes stuck to my head and focusing my brainwaves. In one game, for example, I was moving a pacman through a maze and the more that I was able to focus, the faster my character moved. It was really an interesting experience. I am also told that there is a huge rush that you can get when you do this for a period of time, but I didn't experience it myself.
I haven't really found any true published scientific results that support these theories, however. It was an interesting and fun excercise, but I never really stuck with it.