This study suggests a new approach to EEG data classification by exploring the idea of using evolutionary computation to both select useful discriminative EEG features and optimise the topology of Artificial Neural Networks. An evolutionary algorithm is applied to select the most informative features from an initial set of 2550 EEG statistical features. Optimisation of a Multilayer Perceptron (MLP) is performed with an evolutionary approach before classification to estimate the best hyperparameters of the network. Deep learning and tuning with Long Short-Term Memory (LSTM) are also explored, and Adaptive Boosting of the two types of models is tested for each problem. Three experiments are provided for comparison using different classifiers: one for attention state classification, one for emotional sentiment classification, and a third experiment in which the goal is to guess the number a subject is thinking of. The obtained results show that an Adaptive Boosted LSTM can achieve an accuracy of 84.44%, 97.06%, and 9.94% on the attentional, emotional, and number datasets, respectively. An evolutionary-optimised MLP achieves results close to the Adaptive Boosted LSTM for the two first experiments and significantly higher for the number-guessing experiment with an Adaptive Boosted DEvo MLP reaching 31.35%, while being significantly quicker to train and classify. In particular, the accuracy of the nonboosted DEvo MLP was of 79.81%, 96.11%, and 27.07% in the same benchmarks. Two datasets for the experiments were gathered using a Muse EEG headband with four electrodes corresponding to TP9, AF7, AF8, and TP10 locations of the international EEG placement standard. The EEG MindBigData digits dataset was gathered from the TP9, FP1, FP2, and TP10 locations.