There are two main types of self-guided imagery that I am familiar with for relaxation:
1-You imagine a scene from far away, like you're looking at a picture, but it's fuzzy. As you try to focus in, you provide more details and colors to describe the picture, you then pick one object in the picture and you begin to narrow that object down, until you are only seeing that object. Once you only see one object, you zoom into examine texture, color, and minutia. Focus on one spot of minutia until you only see the atoms that make up that minutia.
2- You imagine a colored, flat, empty wall. Imagine the wall changing to white. Examine the corners and edges of the wall. Repeat.
I have also read (in "Symphony of the Brain") another way to use imagery is to imagine nothingness. Such as, the space between your eyes, or the space between your bones in your knee. Imagining nothing seems to produce a higher amount of low-frequency brain waves which helps your mind to relax.
Neurofeedback is one way brain waves can be altered with or without using imagery.