I never felt comfortable going to someone who didn't truly know me all that well who wanted to train my brain to do what they felt like it could do better. I also learned there was homework to do once you left the office and such, too. Then I started hearing of the brain training things being effective while doing it, as far as the actual program you were following went, but not so much in all other areas of life where the major struggles were, so I opted not to try it.
Then a registered dietitian I met through a time bank exchange who was helping me with nutritional stuff acquired and trained to provide the neuroptimal brand neurofeedback machine that read your brainwaves and made adjustments while it's reading to try to guide your brain back on track as it got distracted. She offered to let me try it out if I wanted to, and I jumped on the chance. You have a grounding wire connected to your ear lobe, along with two more wires attached to the tops of your ear, and two more attached to your head, while you listen to a 35 minute Native American-ish song. Here's a video (pt. 1 of 3 parts) that briefly explains (I have no affiliation with the folks in the video):
NeurOptimal Neurofeedback Introduction Part 1
You hear squelch sounds and brief interruptions as it reads your brain and redirects. There's nothing trying to steer your brain in certain directions decided by a psychiatrist and such, but rather it works with your brain as is. I can't claim to thoroughly and scientifically understand it all, but in my mind, I envision a little broom and dust pan going along the neural pathways saying, "Let's get this shit cleaned up and out of the way so we can do what we were meant to do."
After 6 sessions, I noticed very significant, yet very subtle changes...like...I no longer ate almost a half-gallon of ice cream before bed, I was no longer snapping at everyone who slightly pissed me off, I was able to sleep better at night, etc., etc. If you go for a while without doing it, you don't have to start over, it builds from previous sessions. During the time I tried it with her, I didn't pay attention to the readings of the brain scans as much as I noted how I was actually feeling. It helped me so much that the hubby decided to get me my own personal machine for xmas that year. I still use it. I feel it's been incredibly beneficial. If it's all in my head, no pun intended, I'll still take it. Relief is priceless, regardless of what form it arrives in. I've found relief in some of the damnedest places, none of which were insurance approved.
