Presently, there is no good way to read data from the brain to a device. You can drill a hole in your head and patch-clamp some electrodes to your brain tissue, but this procedure is only recommended for treating debilitating diseases like Parkinson's. Furthermore, there is the issue of scar tissue developing over time as a small region of your brain is being bombarded with electricity / contact with foreign metals that trigger immune response.
I do think a spinal tap of some sort might make more sense (rather than patching directly into brain tissue like in the Matrix), but you still get scar tissue.
Non-invasive methods don't have scar tissue, but it's unclear whether measuring the surface activity of the brain yields sufficient information. Furthermore, they are highly noisy due to ambient static and muscle activity. You shouldn't move much if you want o.k. readings.
The BCI dream is to have a lightweight headset that you put behind your ears like in Iron Man 3 or Big Hero 6 (and then you control robots with your mere thoughts). However, I think that kind of technology is really far away, short of some huge breakthroughs in compressed sensing and possibly superconductor physics.
Even more difficult than reading data is writing it back in. There have been very early results with getting monkeys to telepathically control each other's muscle movements, but my understanding is that it's not very reliable.
A reasonable survey can be found here: http://www.sciencedirect.com/science/article/pii/S1110866515...