In this paper, we analyze the performance of Time Delay Neural Networks (TDNN) and Hidden Markov Models (HMM) for Electroencephalogram (EEG) signal classification. The specific focus of this study is Brain-Computer Interfacing (BCI), where near-real time detection of mental commands during a multi-channel EEG recording is desired. We argue that HMM and TDNN should be preferred over the rigid, one-size-fits-all methods of the more traditional EEG signal classifiers. To analyze the utility of modern classification methods for BCI, we compare and discuss the performance of our suggested TDNN and HMM EEG classifiers with the reported best results on BCI 2003...