What is a good Bio-Feedback system to buy?

I just read the article about "Brain wave-reading toys" on the Yahoo homepage. I've been wanting a bio-feedback system for the past 20 years but have never seriously looked into buying one because they seemed expensive and I didn't really have the money. I'm not so much interested in the toy/game aspect (although I suppose it could be fun and I wouldn't mind if my system came with some game/play options), I'm more interested in quality and versatility of the device so that maybe it can aid in learning to focus, relax, meditate, control muscle tension, etc. So my question is this: Have you had any experience using bio-feedback and/or have you ever purchased one? What did you think of it? Would you recommend it? Have you done some research on purchasing a system? What are some good brand names? Basically looking for some suggestions about what to get, where to get it, and how much I should expect to pay.

I have a couple of friends who underwent biofeedback therapy years ago. It is my understanding that a person needs to be monitored by a professional while undergoing the therapy which would preclude buying a machine and trying to do the treatments yourself.