Physical activity can pump up your feel-good endorphins and other natural neural chemicals that enhance your sense of well-being. Exercise can also refocus your mind on your body's movements, which can improve your mood and help the day's irritations fade away. Consider walking, jogging, gardening, housecleaning, biking, swimming, weightlifting or anything else that gets you active.

Gamma brainwaves possess the highest frequency we know of. In this state, our brainwaves are so harmonious that many people report feeling elevated states of consciousness, even spiritual experiences. This frequency is often experienced by monks, nuns, yogis, and experienced meditators. Gamma frequencies also enhance memory, awareness, and mental processing.
Exercises improves insulin sensitivity, can help someone become more aware of their hunger levels, improves confidence/self-esteem, and leads to better mental processing and a lower risk for depression. (2) Can’t sleep? Well, exercise can help with that too, which is very important considering quality sleep is needed to regulate hormones and help the body recover.

Binaural beats were discovered in 1839 by a German experimenter, H. W. Dove. The human ability to "hear" binaural beats appears to be the result of evolutionary adaptation. Many evolved species can detect binaural beats because of their brain structure. The frequencies at which binaural beats can be detected change depending upon the size of the species' cranium. In the human, binaural beats can be detected when carrier waves are below approximately 1000 Hz (Oster, 1973). Below 1000 Hz the wave length of the signal is longer than the diameter of the human skull. Thus, signals below 1000 Hz curve around the skull by diffraction. The same effect can be observed with radio wave propagation. Lower-frequency (longer wave length) radio waves (such as AM radio) travel around the earth over and in between mountains and structures. Higher-frequency (shorter wave length) radio waves (such as FM radio, TV, and microwaves) travel in a straight line and can't curve around the earth. Mountains and structures block these high-frequency signals. Because frequencies below 1000 Hz curve around the skull, incoming signals below 1000 Hz are heard by both ears. But due to the distance between the ears, the brain "hears" the inputs from the ears as out of phase with each other. As the sound wave passes around the skull, each ear gets a different portion of the wave. It is this waveform phase difference that allows for accurate location of sounds below 1000 Hz(9). Audio direction finding at higher frequencies is less accurate than it is for frequencies below 1000 Hz. At 8000 Hz the pinna (external ear) becomes effective as an aid to localization. In summary it's the ability of the brain to detect a waveform phase difference is what enables it to perceive binaural beats.

This is probably the most popular choice of frequency. The theta state is a state of tremendous stress relief. The benefits associated with theta level relaxation include improved concentration, reduced hyperactivity and improved memory. While in a state of theta relaxation, one’s blood pressure, breathing and heart rate all slow to a much more restful and healthy level that promotes natural healing. During theta relaxation one may also experience vivid flashes of mental imagery as the mind opens to memories or subconscious information that is not available to the conscious mind during the normal waking state. The theta state is a very deep state of relaxation that is excellent for deep hypnosis and mental programming.

For example, if a 530 Hz pure tone is presented to a subject's right ear, while a 520 Hz pure tone is presented to the subject's left ear, the listener will perceive the auditory illusion of a third tone, in addition to the two pure-tones presented to each ear. The third sound is called a binaural beat, and in this example would have a perceived pitch correlating to a frequency of 10 Hz, that being the difference between the 530 Hz and 520 Hz pure tones presented to each ear.
While a practical understanding of brainwaves has been around for as long as people have been singing, chanting, and drumming, a scientific view of the electrical activity inside the human brain was not published until 1924 when German psychiatrist Hans Berger developed a machine for sensing and recording activity in the brain by attaching small electrical sensors to the scalp of his patients and recording the resulting electrical activity. Berger’s inventions and discoveries were built upon the earlier work of Richard Caton who published animal studies on brainwave oscillations in 1875.

^ Trost W. and Vuilleumier P., Rhythmic entrainment as a mechanism for emotion induction by music: a neurophysiological perspective. In The Emotional Power of Music: Multidisciplinary Perspectives on Musical Arousal, Expression, and Social Control, Cochrane T., Fantini B., and Scherer K. R., (Eds.), Oxford, UK: Oxford University Press; 2013, pp213–225.
Your brain cells reset their sodium & potassium ratios when the brain is in Theta state. The sodium & potassium levels are involved in osmosis which is the chemical process that transports chemicals into and out of your brain cells. After an extended period in the Beta state the ratio between potassium and sodium is out of balance. This the main cause of what is known as "mental fatigue". A brief period in Theta (about 5 - 15min) can restore the ratio to normal resulting in mental refreshment.  
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.