I bought the Meditation Hemi-Sync CD, been using it for several days, it seems to help me relax faster. I've had OBE's from a trance state before so this is what I'm trying for. However so far I have been usually falling asleep. I did see some HI images once, and have seen a few flashes of light.

However it does make my head feel weird. My brain feels kind of numb after I turn off the CD, and I feel a little disoriented for a while. So they definetly seem to mess with your brain, I haven't felt any pain though, and I still think they can help lucids, especially WILDs or OBEs.