Publications:

Chi YM, Yung T and Cauwenberghs G. 2010. Dry-Contact and Noncontact Biopotential Electrodes: Methodological Review. IEEE Reviews in Biomedical Engineering 3: 106-119.

Lee S and Kruse J. 2008. Biopotential electrode sensors in ECG/EEG/EMG systems. Found at http://www.analog.com/static/imported-files/tech_docs/ECG-EEG-EMG_FINAL.pdf
A short paper put out by Analog Devices about the electrochemical principles involved at the electrode to skin interface.

Park C, Chou PH, Bai Y, Matthews R, and Hibbs A. An ultra-wearable, wireless, low power ECG monitoring system. Available at ieeexplore.ieee.org
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Sullivan TJ, Deiss SR, Jung T, and Cauwenberghs G. 1986. A brain-machine interface using dry-contact, low-noise EEG sensors. Available at ieeexplore.ieee.org.

Vehkaoja AT, Verho JA, Puurtinen MM, Nojd NM, Lekkala JO, and Hyttinen JA. 2005. Wireless head cap for EOG and facial EMG measurements. Proceedings of the 2005 IEEE engineering in medicine and biology 27th Annual Conference, Shanghai, China, September 1-4, 2005.c

Websites:
http://www.youtube.com/watch?v=ZmxmeRry2uY
http://www.youtube.com/watch?v=ZmxmeRry2uY
There are a number of videos on YouTube that show how to construct do-it-yourself EEG electrodes. Many don’t seem workable, are too limited, or there is not enough exposition in the video. These two demonstrate how to construct a headband-based EEG electrode array. This would be useful only for a two-channel EEG, but it appears to be a very inexpensive, workable set based on good EEG practice.

Other sources:
Both iWorx and Pasco sell electrode cables with optical isolation built in. These are fairly costly ($150-$200) but provide snaps for disposable electrodes and optical isolation. They could be wired to work with most amplifiers, although the optical isolation may degrade the quality of recordings in a microprocessor-based data acquisition system. Disposable electrodes are available from a great number of online sources.