Isochronic tones work by influencing your brainwave activity and they can’t directly affect the body. That said, the brain does control the body, so sensations and feelings can sometimes be felt in the body after stimulating your brainwave activity. Some people who are new listeners of this type of audio can sometimes feel tingling sensations in their body. Not everyone feels this and these sensations usually stop once you get more used to using the audios. Isochronic tones are considered as a safe technology. However, sometimes they can leave you feeling temporarily fatigued, especially if you listen to them for an extended period (hours) when you first start using them. If you felt fatigued, I would recommend using them for a much shorter period while you are getting used to them and ensure you are well-hydrated.
There’s a growing body of research suggesting that binaural beats can reduce different forms of anxiety, from mild to chronic. One especially interesting study looked at the effects of binaural beats on anxiety among patients preparing to undergo surgery—a life circumstance that is pretty anxiety provoking for most anyone. Over a period of six months, patients spent 30 minutes on the day of their surgery listening to binaural beats. Compared to patients who listened to a soundtrack that did not include binaural beats—and patients who received no “beats” therapy at all—the binaural beat listeners experienced significantly greater reductions in their anxiety levels.
Because the mind and body are a single system, changing our brainwaves and spending more time in harmonious, relaxed, and restorative mind-states also affects our physical health. Physical health then reinforces our mental-state, and a feedback loop of either positive or negative processes becomes established. Research studies have shown beneficial effects of using brainwave entrainment for treating migraine headaches, premenstrual syndrome, and for managing physical pain.
In 1973, biophysicist Dr. Gerald Oster published a famous article in Scientific American titled “Auditory Beats in the Brain”, which found that when two pure tones of varying frequencies were combined, a third rhythmic beat was created which he called binaural or monaural beats. According to Oster, monaural beats occur when two tones are combined and sent through a loudspeaker, while binaural beats occur when stereo headphones are used to deliver each tone separately to each ear. Oster concluded that monaural beats were a more effective form of brainwave entrainment.
Joseph Kao, creator of Profound Releasing, Profound Renewal, and Sound Asleep, is a hypnotherapist and a solution-focused therapist with a private practice in Cambridge, UK. Joe was the co-developer of an acclaimed course on conversational hypnosis, and he regularly teaches hypnotherapy and psychotherapy to other therapists. He has also been the head scriptwriter for over 800 professional hypnotherapy recordings. Joe was drawn to the world of philosophy, meditation, and brainwave entrainment technology from an early age, and he’s had a daily meditation practice since 1998.
For example, exercise and perusing a goal very ambitiously are both types of stress, except they ultimately benefit the body. Areas of the brain, including the hippocampus, amygdala and prefrontal cortex can pick up on positive stressful experiences and cause “stress-induced structural remodeling” of the brain, which means you experience alterations in behavioral and physiological responses to these positive events. The result is that in the future you’re better able to handle similar situations because you learn from them, associate them with a reward and stop perceiving them as threatening.
Aside from Brain Evolution, this is another good resource for brainwave entrainment products that I recommend. They have binaural beats and isochronic tones for many different applications. The nice thing is that they are inexpensive, so you can experiment with different types and find ones that work for you. They also have a membership plan that makes experimenting even more affordable. It’s probably the best bang for the buck that I can find for brainwave entrainment.
When signals of two different frequencies are presented, one to each ear, the brain detects phase differences between these signals. "Under natural circumstances a detected phase difference would provide directional information. The brain processes this anomalous information differently when these phase differences are heard with stereo headphones or speakers. A perceptual integration of the two signals takes place, producing the sensation of a third "beat" frequency. The difference between the signals waxes and wanes as the two different input frequencies mesh in and out of phase. As a result of these constantly increasing and decreasing differences, an amplitude-modulated standing wave -the binaural beat- is heard. The binaural beat is perceived as a fluctuating rhythm at the frequency of the difference between the two auditory inputs. Evidence suggests that the binaural beats are generated in the brainstem's superior olivary nucleus, the first site of contra-lateral integration in the auditory system (Oster, 1973). Studies also suggest that the frequency-following response originates from the inferior colliculus (Smith, Marsh, & Brown, 1975)" (Owens & Atwater, 1995). This activity is conducted to the cortex where it can be recorded by scalp electrodes.  
Making time for connecting with the people around you, spending time outside and doing things you love with family, friends and your spouse are all stress relievers that are good for your health in many ways. Social connection is tied to longevity, since it helps people feel like they’re a part of something larger than themselves and helps give them perspective. Being outdoors has some similar effects, reminding people that they’re one piece of a much larger universe, lifting their moods and making it easier to get good sleep. (12)
The I-Doser claims it can emulate prescription drug-like effects by listening to MP3's, to get stoned.[1] This is largely a moral panic by parents who flunked science fueled by the eternal quest by teenagers to get stoned, and stupid ones convincing their friends it works. It is really more of wishful thinking and making yourself disoriented by playing discordant sounds really damn loud. If you want to experience it yourself, you can always listen to Bjork Captain Beefheart dubstep.
Transparent Corp's Research Area is arguably the most comprehensive resource for collated brainwave entrainment research.   Update: the main research area on Transparent Corp's website is currently being updated, so it is offline.  However, you can still access their peer-reviewed research paper as a PDF here: “A Comprehensive Review of the Psychological Effects of Brainwave Entrainment“.
Beta brainwaves are further divided into three bands; Lo-Beta (Beta1, 12-15Hz) can be thought of as a 'fast idle', or musing. Beta (Beta2, 15-22Hz) is high engagement or actively figuring something out. Hi-Beta (Beta3, 22-38Hz) is highly complex thought, integrating new experiences, high anxiety, or excitement. Continual high frequency processing is not a very efficient way to run the brain, as it takes a tremendous amount of energy. 
Deep breathing is an easy stress reliever that has numerous benefits for the body, including relaxing muscles and quieting the mind. Breathing exercises are especially helpful because you can practice them anywhere. Perhaps more importantly, they work quickly so you can de-stress in a flash. The ​​​karate breathing meditation is a great exercise to start with, and this basic breathing exercise can be done anywhere to help you reverse your ​stress response, get back to being more proactive (rather than reactive), and face stress with greater resilience.
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: I also recommend you give these SMR (low beta wave) tracks a try: I hope that helps.
It is important to note that not all stress is bad. Everyone experiences a certain amount of stress on an almost daily basis, and it cannot be completely eliminated. Stress becomes a problem when too much is experienced, and it has a negative impact on behaviors, relationships, and health. The term “eustress” refers to positive stress that is associated with improved performance and productivity. “Distress” is negative stress that is associated with performance decrement and negative health consequences. The individual’s perception of the stressor and coping resources determine whether a situation is eustress or distress. College graduation is a stressor for most. The student who has a job or who has been accepted to a graduate program likely perceives the stress of graduation as eustress, whereas the student who has student loans and no immediate plans of a job or further education perceives distress.
You listen to binaural beats using headphones. In each ear, you receive sound at a slightly different frequency (often accompanied by some relaxing background sounds). If your left ear receives a 300-hertz tone and your right ear receives a 280-hertz tone, your brain will process and absorb a 10-hertz tone. That’s a very low-frequency soundwave—one you can’t actually hear. But you don’t need to hear the sound for your brain to be affected by it.
A more extensive study of over 100 participants who were undergoing general anesthesia for a day procedure, reported a decrease in pre-operative anxiety. The participants in this study listened to 30 minutes of binaural beats before surgery, but the researchers noted that people experiencing high levels of pre-operative anxiety could listen to binaural beats for up to 1 hour before anesthesia to reduce levels of anxiety.
... One of the possible explanation for insignificant results could be length of exposure to AVS. Our participants were exposed to it for 11 minutes, while some authors (Cruceanu & Rotarescu, 2013) suggest that at least 20 minutes is needed for the positive effects to take place. Furthermore, part of our reserach was also visualization of gymnastic skills, performed after AVS. ...
The authors concluded that preliminary evidence suggested that brainwave entrapment was an effective therapeutic tool, but further research was required. The evidence presented appeared to justify the recommendation for further research. In view of the lack of controlled evidence and problems with methodology and reporting in the review, the authors’ conclusions regarding efficacy did not appear reliable.