The question is a little vague, but here is a partial answer.
There are a number of EEG systems available that are low-cost. Examples include Emotiv's EPOC System and the OpenBCI project. The former has been available in various models for some years now and it has been established that it records real EEG signals, as opposed to just recording signals generated in the muscles and other artifacts.
The first major validation document is by Ekanayake as a white paper, that has been updated (here). As I understand it, these are not peer reviewed, nor were they presented at a conference. But the work is quite good.
For the collection of ERP (Evoked Potentials) data, there are two substantial peer-reviewed papers by a research group: Validation of the Emotiv EPOC EEG system for research quality auditory event-related potentials in children by Badcock et al. (2015) and Validation of the Emotiv EPOC EEG gaming system for measuring research quality auditory ERPs, also by Badcock et al. (2013). While these papers are on ERP experiments, their results suggest that other collection styles, such as continuous collection, are likely to be ok as well.
Additionally, Liu et al. (2102), Implementation of SSVEP Based BCI with Emotiv EPOC, is suggestive but appears to be an unreviewed conference paper. As a counterpoint to this, there is Performance of the Emotiv Epoc headset for P300-based applications, by Duvinage et al. (2013). Searching Google Scholar for these topics, shows a trend that more recent papers are generally more positive, but I don't have time to work the statistics to show that is more than my quick opinion.
As an aside, our laboratory has been using the Emotiv system for approximately a year and a half, collecting data for approximately 6 months or so, and for continuous EEG collection (non-ERP) we are replicating the expected EEG phenomena. Hopefully we'll be added to the peer-reviewed literature above soon.