Isochronic tones are the most recent and advanced method for brainwave entrainment audios. With isochronic tones, the same intensity is used for all tones, but they pulsate on and off at different rates. The speed, pattern, and rates of these tones can be changed and altered throughout the recording, and the brain will follow them into desired states. The use of isochronic tones opens up the ability to lead the brain into highly specific states, at specific speeds and intensities. This has opened up the doorway to producing both dominant and subdominant waves(i.e. an alpha brainwave state with subdominant theta waves), and the ability to lead the brain through different waves, at specific speeds (i.e. holding the brain in an alpha state for 10 minutes, then dropping it through theta for 20, and holding it in delta for five before bringing it back into alpha at the end of the recording.) This allows thousands of different possibilities in training the brain, and also makes the process of listening to these types of audios more natural, and more powerful. 
So, I tried those frequencies. And after listening to the 1st one (High Beta to Gamma, Isochronic tones: 18HZ ramped up to 40HZ within 20 minutes) – I immediately stood up and started organizing! (Something that I kept forgetting to do!) Overall, I’ve found that isochronic tones & monaural beats are more immediately effective than binaural beats, though they are still good.

My name is Tonya Kopp and I can help you because I've been right where you are now! For much of my life, I struggled with depression, stress and a number of painful physical issues...a culmination of problems that lead me to desperately search anywhere and everywhere for help. For years I tried everything under the sun...but usually ended up the same or worse than I started. Until I discovered "brainwave entrainment" - more advanced than binaural beats- and a whole new world of happiness and healing was revealed!

With regard to listening without headphones specifically, you might find it irritating if you are someone who suffers from motion sickness, depending on how the track is created. If you were listening to binaural beats, they really need headphones to work properly. If you are in a room and closer to one speaker you may not even hear binaural beats properly, and if sitting off centre in the room generally, that may have unsettled you if you have motion sickness as the tones try to form a beat in your head. If it was just a standard isochronic tones theta track that shouldn’t be irritating if you have motion sickness.
If you've heard of or used other brainwaves entrainment such as Holosync®, Hemi-Sync®, Brainsync®, Brainwave Generator, Awakened Mind System, NeuroProgrammer™, LifeFlow™, The Morry Method™, Brain Evolution System™, Perfect Meditation, EquiSync® or iNet™, it is important to understand that NeuralSync™ is significantly different and superior to all of them. It is light years beyond traditional sound therapy like binaural beats, isochronic tones or typical meditation programs.
Use traditional meditation to create the changes in the brain that lead to the benefits I’ve described here. Of course that means going through a long learning curve while you master the art of meditation, motivating yourself to sit each day to meditate. And, to get the benefits I’ve described, you’ll need to meditate several hours each day), and continue in that way for 30+ years.
I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.
When you listen to binaural beats/tones, you are actually listening to two slightly different pitched frequencies. Each frequency goes to each of your ears independently. When this happens your brain responds by creating a third tone, making up the difference between the two frequencies. This shift in frequency then shifts your brain’s consciousness and changes your state.
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Don’t let someone fool you by making this sound overly technical, scientific, or too good to be true. It can truly change your life! It changed mine in a huge way. That’s why I’m so passionate about it! But it isn’t a “magic pill” that will effortlessly solve all your problems. I truly think this technology is nothing short of a miracle, and is on the very edge of the future in scientific ways to influence consciousness, personal development, and success in life, but it is also still practical, and worth exercising some discrimination and skepticism when making a decision on where to spend your money.
PMS: There is a little research that supports the efficacy of brainwave entrainment for PMS symptom reduction in women. Women with long-standing and severe forms of PMS were administered photic stimulations for a series of 3 menstrual cycles. Following the photic stimulation, it was noted that women reported 64% improvement by the second menstrual cycle and 76% improvement after all three cycles.

Additionally, most of the studies have been conducted with extremely small samples and the touted benefits are vague. When studying the effects, it would be beneficial to hook each participant up to an EEG, note initial brainwave activity, then post-entrainment, note any changes. Although certain conditions share similarities in brainwave activity, this is clearly not always the case.
Many psychologists, doctors, teachers, and other professionals have endorsed the technology while personally taking advantage of the limitless benefits that accompany EquiSync's precisely designed brainwave synchronization/ entrainment technology. It is such a profound field of study that many of the metaphysical benefits, those beyond our current scientific measure and technological & philosophical understanding, have yet to be discovered.

My voice is relaxing and relaxation is pleasurable. These mental directives soothingly lull your conscious mind into ending its internal dialogue. It is the conscious mind that does ALL of the worrying, nagging, second-guessing and basically all of the incessant mental chatter and constant inner dialogue that can keep us trapped by our own view of reality, whether these views are good for us or not.
If brainwave entrainment leaves you with unwanted side-effects (see below) or discomfort, you’re probably encouraging a range of brainwaves that are already excessive in some area of your brain. The way around this is to get a brain map to see what your brain’s strengths and weaknesses are, and see what (if any) brainwaves could use some encouragement.