Update (December, 2012): Below is the Indiegogo promotional video to get crowdfunding for a device called the Muse. Per its tag line, "The Brain-Sensing Headband that lets you control things with your mind." If you never heard of Indiegogo, its a crowdfunding website similar to site called KickStarter. The Muse project received $287,472 is support the website community.
This product has the potential popularize a personal EKG headset that is inexpensive and easy to use and includes an SDK that allows developers to create applications for it. For more information, check out the Indiegogo product page for this device, or the company Interaxon, Inc website.
Historical note: Atari was working on a device called MindLink in 1984, it worked by monitoring muscle movement on the user's head to control the game. It was not as sophisticated as this personal EKG headset, but it was one earliest device like this in the consumer commercial market. Also in 2009 Uncle Milton Industries created the The Force Trainer which is a Star Wars-themed toy that is said to allow its user to create the illusion of performing force-powered telekinesis.