For my talk about EEG in cognitive tasks in Prague I've done a little comparison of different methods used for imaging brain functions - EEG, fMRI, PET, SPECT and NIRS. And here it is:
here are some useful links concerning about these methods:
presentation about PET and SPECT:
http://www.slideshare.net/thecausewayretreat/pet-and-spect-scanning-functional-brain-imaging-1585258
NIRS advantages over EEG and fMRI:
http://www.alivelearn.net/?p=827
EEG vs.fMRI, PET
http://www.biomedresearches.com/root/pages/researches/epilepsy/eeg_fmri_and_pet.html
and of course wikipedia can help a lot also:-)
wiki-EEG