I'm guessing its an emotiv headset (their calibration software is a floating cube). I don't think there are cheaper alternatives around, theres an openeeg mailing list which has some designs that can be built for a couple hundred bucks (not to be confused with OpenEEG which is a much more expensive, but (ostensibly?) open source product).
There was also an eeg64 project which looked like it had a lot of promise, but it hasn't been updated in a while.
Emotiv also do some machine learning to estimate the state of the brain from the changes in electric potential on the surface, I don't know if any other headsets do that, but its completely proprietary.