h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

I've already tried the Brainwave generator program, found it to have no noticable effect, and dismissed the whole concept of using sound to induce brain states...

I'd be fascinated to read about any actual scientific experiments on the subject, though... perhaps my scepticism is unfounded?...

Maybe something was wrong on the program's settings, or your headphones didn't do stereo, or maybe it just doesn't work on you.
It might work very effectively on some people, while on others it has no effect. I don't know.
You might try a visually stimulating program, but I find that they can get annoying.
There is something called the Ganzfeld effect, where you just have to stare at a particularly coloured pattern for a while and the same things happens to the brain's state, you can probably find out more about it on Google, as well as some scientific evidence for both sides of the "does it really work" argument.

Most experiments are just not meant to study even the electron of the nucleus of our brain function.