I have tried it. It took a number of sessions to take hold. I was going for an MBA in ICT at the time, in spite of severe social anxiety. It was very fulfilling and taxing at the same time. It may be the reason why it took so much time with me to start seeing results. At a certain point I got ill and dropped everything, including the therapy. The man also lent me a smaller, simpler version of the device he used during the therapy sessions for home use. It is very good for breaking obsessive thinking, now I can feel it starting and nip it in the bud. It also counteracts depression but I found it made me more sensitive, somehow, a bit hyperactive so I did self-destructive things that made things worse again. It took my fear of obsessions away because I now have the means to counteract them immediately. I did not have any since.

I am sure I would be a lot better by now if I had persisted in the therapy.
I hope this is of some use. I have found also that "thinking at myself" whenever a negative thought surfaces by telling myself forcefully and repeatedly the positive opposite of the fearful thought keeps me from hitting depression's rock bottom. This is, I believe, the verbal part of neuro-feedback.