I find movies are a good place to practice switching state. This weekend I watch the latest Harry Potter movie. Its easy to see why these have such appeal. It reminds me of an argument heard for why we have not been visited by aliens. It goes like this: 'there are many intelligent races out there, but they get sidetracked from galactic exploration because the virtual worlds they can create are so much more interesting than the real worlds'. We could probably generalize that intelligence seeks learning, stimulation, & social activities.
You may be asking what this has to do with Harry Potter. Well, if you are a part of a very advanced society, then creating full immersive virtual realities could be a fun way to pass the time. For the brainwaves I like the idea of selecting state, because it relates back to how I perceive my environment, my emotional state, and even how well I am thinking. I think this is why the main target audience for the inexpensive EEG's are for the gamers. But I think they have it wrong, they are thinking of using this to 'move by thought', or to 'show emotions on your avatar just by thinking them (or contorting your face)'. What is more interesting is the state that we are in when we are doing an activity, such as gaming (which alas, has yet to appeal to me).
If you have ever read Zelazny 'Princes of Amber' he has this fascinating method whereby the princes move between the alternate realities. They will be in some form of transportation, and will slowly begin to imagine changes in their landscape. As these visualizations become actualized they move from the 'real world' to alternate realities. As they travel along the landscape begins to change dramatically (always slowly) to finally be the place they are trying to arrive at.
Because switching mental states does not seem to be an 'on-off' type of switch, the Zelazny 'meanderings of the mind' has a certain appeal. The Potter movie was perfect for this type of exercise because you find yourself transfering to a different reality at a leisurely pace. I cannot quantize how deeply I hit the alpha state, certainly not as good as when just using the EEG, but, the end goal is to be able to have fun with it, and I believe it worked for that.
After all, we are all after deeper experiences.