alvin,

you asked if there was an order in which you should proceed. well I would put the neurophone and CES at the "bottom of the pyramid"; meaning that it may be useful for some to thoroughly ground their nervous systems with these devices to get the maximum benefit from NLP, light & sound etc.
however, not everyone is the same, some folks may be "already there" in terms of the balancing effects provided by these devices, so they may not feel anything..these are people who will usually be pretty high functioning to begin with.
your description of moderate ADD makes me think you might like one of these, or the combination.

For CES I have used the BT-7 Brain Tuner, and the pink noise version of the Neurophone because it is cheaper and more portable. If you want you can take advantage of toolsforwellness.com's return policy (which I have used and never had any problems with) and check out these devices one at a time to see if they do anything for you. If they don't you can just return them for one of the L/S devices you were talking about, or maybe something else.

Oh, by the way...if you do try CES or the BT-7, remember to soak the cloth electrode covers in sea salt...this is pretty important for maximum results and you can get some at a health food grocery store.