The activity of neurons generate electric currents; and the synchronous action of neural ensembles in the cerebral cortex, comprising large numbers of neurons, produce macroscopic oscillations. These phenomena can be monitored and graphically documented by an electroencephalogram (EEG). The electroencephalographic representations of those oscillations are typically denoted by the term 'brainwaves' in common parlance.
Slumping can be an outward sign of stress—not to mention that bad posture actually puts more physical stress on your body. “People who are overly stressed often display their worries in their body carriage,” Whitaker says. “Those who are weighed down with stress commonly have a poor posture or struggle with aches and pains in their body. They often slouch when sitting or concave their body inwards with rounded shoulders as they go about their business under the weight of the burdens they carry.” Taking a few seconds when you feel stressed to check your posture and sit up straight (like your mother told you) can help you feel better. “Studies show that poor posture is related to anxiety, depression, helplessness, and irritability, so keeping your chin up and shoulders back will help,” Dr. Serani says. Happy and confident people naturally tend to stand a bit taller. Here are the other stressors you didn’t know you had.
You don't have to buy one, though. It's not too hard to make your own binaural beat, and free software is widely available to do just that. The one that I used to make that little sample is an open-source program called Gnaural, available on the Sourceforge website. It's pretty easy to use, though it takes some practice before you can generate some of the really cool, more professional sounding beats. A binaural beat consists of two simple tones, and most people add that background pink noise. Nothing special.
...  While entrainment by binaural auditory beats in the alpha frequency has also been shown to enhance creativity, cognition, memory, and an improvement in intelligence tests and achievement tests in learning disabled boys.  The gamma-band activity has been shown to involve in a variety of functions such as attention, memory, and consciousness. Current literature suggests that entrainment by gamma beats promotes cognitive flexibility, modulates visual attention, and enhances creativity. ...
For example, according to Wikipedia, if you take one frequency in one speaker in a pair of headphones, say, 300Hz, and the other speaker for your other ear has a frequency of 310Hz, the resulting difference of 10Hz would be the rate that the pulse, or beat, plays at. 10Hz (Alpha Waves) would correspond to what the brain puts out when you are generally relaxed. So, in effect, listening to a 10Hz binaural beat for a certain amount of time should take the edge off.
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.
Other than that the experience of those brainwave states is no different. Once we achieve a particular brainwave state using entrainment there is one significant difference to the experience and that is that we are usually still at a high level of consciousness. We’re not (hopefully) zoned out as we are when daydreaming or unconscious as we are when we’re sleeping. We maintain awareness and therefore we get to consciously experience what those brainwave states feel like in some detail.