Most of all, don't feel bad if you fall asleep. Your brain is still receiving many of the benefits of entrainment while you sleep through the audio tracks. In fact, many people report better, more restful sleep when they use brainwave entrainment to help them fall asleep. However, I recommend that you do not go to sleep with your brainwave track set to repeat, as that can be too much stimulation for the brain.
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.
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“.

Summaries from recent reviews on yoga or Tai Chi clinical trial interventions indicate that these mind-body types of exercise can be effective in reducing stress (7,14,17). The authors of these reviews suggest that the results should be viewed with caution because study quality was varied (7,17). However, it should be noted that reductions in stress reported in one review were similar to or greater than reductions from other types of commonly used stress management techniques (7).

2. The other thing you cannot afford to do is evaluate whether or not a technique is having an effect based upon having (or not having) any of those superficial, irrelevant, distracting phenomena discussed above, like face flushing, seeing light swirls, having sensations of this, that or the other thing, etc. Those kinds of phenomena will just lead you down the wrong path and steer you away from the true benefits of meditation. If you’ve already fallen into the trap of this sort of conditioning, using something like the Release Technique, the Sedona Method, or even EFT can be helpful in breaking established conditioned associations.

... Audio visual stimulation effects people on two levels: Budzynski (2001) reports significant improvement of mental capabilities after AVS in 75-year old male. Cruceanu and Rotarescu (2013) proved that the exposure to 30-minutes of audio-visual stimulation with the frequency of 10,2 Hz significantly improves cognitive skills. Based on their research, authors claim that people need to be exposed to AVS at least for 20 minutes in order to achieve positive effects. ...
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.
Some studies have found that binaural beats can affect cognitive function positively or negatively, depending on the specific frequency that’s generated. For example, a study of long-term memory found that beta-frequency binaural beats improved memory, while theta-frequency binaural beats interfered with memory. This is something for scientists to continue to examine closely. For people who use binaural beats, it’s important to understand that different frequencies will produce different effects.
Changes in neural oscillations, demonstrable through electroencephalogram (EEG) measurements, are precipitated by listening to music,[20][21][22][23][24][25] which can modulate autonomic arousal ergotropically and trophotropically, increasing and decreasing arousal respectively.[26] Musical auditory stimulation has also been demonstrated to improve immune function, facilitate relaxation, improve mood, and contribute to the alleviation of stress.[27][28][29][30][31][32][27][33] These findings have contributed to the development of neurologic music therapy, which uses music and song as an active and receptive intervention, to contribute to the treatment and management of disorders characterized by impairment to parts of the brain and central nervous system, including stroke, traumatic brain injury, Parkinson's disease, Huntington's disease, cerebral palsy, Alzheimer's disease, and autism.[34][35][36]