I recently discovered that you can attach an external electrode or two to a Muse headset: https://hackaday.io/project/162169-muse-eeg-headset-making-e.... This is a fairly cheap way to hack around with an EEG system that has four electrodes at the front and then an extra electrode you can place anywhere else you want. I think it would probably work pretty well for simple stuff like detecting P300s or SSVEP.
But yeah you definitely get what you pay for with EEG. In the lab I'm in, we have a $150k EGI system and a $40k cognionics system and even the cognionics system is way more glitchy/low quality compared to the more expensive systems.
Also, I wonder what happens safety/electrical noise-wise if you're plugging a raspberry pi into the wall? Generally, EEG systems are either battery-powered or use an isolation transformer. I wonder if it's best to power the pi with a battery.