I definitely NEED (& can feel a difference mentally) Gamma the most. Beta and Alpha do better my processing. Theta waves are TERRIBLE! My normal symptoms increase when listening to those frequencies! Delta has been helpful for me around nighttime. It has helped my sleep on occasion. *Note: Do not listen to higher frequencies (Gamma, Beta) before bedtime! They will keep you very alert.
Both brainwave entrainment and neurofeedback deal with brainwaves, but the similarity stops there. Entrainment pushes your whole brain into a pre-determined state, while neurofeedback teaches you how to move specific parts of your brain on your own. It is the differeence between forcing the brain into a given position, and skills building so you can move it there yourself.