Lights and Goggles
Warning: epileptics are at higher risk for a seizure for anything over 5 flashes/second. Any flash rate over 10Hz has a better than 50% chance for causing a seizure in those who are sensitive. Please be safe. See your neurologist FIRST and get an EEG if you think you might be at risk or have a family history.
Flashing lights have been known to entrain brainwaves whether the end receiver realizes it or not for quite some time throughout history. Early primitives used to/still go into trances watching fire flicker. Horror movies like to use flashing lights (especially strobes) to heighten suspense. A banned Pokemon episode sent many children to the hospital. Let's not get started about the Las Vegas gambling strip after dark.
Controlled flashing is usually not used alone but with binaural beats. With binaurals, the flashes must be sync'd to the beat frequency. This is often difficult if the program does not directly support it.
With CES using square waves, this is usually much simpler (at least for low frequencies). All that is needed is a trigger circuit set to the correct trigger voltage level.
Home made goggles are usually fairly simple for the soldering inclined. A pair of cheap sunglasses can have holes drilled big enough for LEDs to fit in with the wiring going back to the appropriate trigger and power circuit.
Many people will argue over which colors of light are the best. This is probably a moot point since your eyes should be closed when using. Brightness is probably a better argument. In general, it should be enough to easily see but not enough to blind.
Some people mention using the "flashers" to aid with sleep. While this may work for some, this probably isn't such a good idea for most. Light blocks melatonin release (it is thought that red light blocks it the least). Melatonin is a main sleep hormone. Can you truly sleep without melatonin? If you can sleep with the glasses on all night, this may be an interesting idea for a timed morning wake up, though.