Neurospectacle has a rundown on trepanation,

a procedure where a hole is drilled into the skull, exposing the dura mater and brain for either medical (relief of pressure) or mystical (supposed heightened consciousness) purposes. It is likely the oldest procedure in neurosurgery and has been practiced by many ancient peoples all over the world.

Featured links include an animated how-to video (!), an illustrated history of the practice and an account of its modern revival among the extreme-body-mod community.

Although I've long been accused of having a hole in my head, I can't vouch for the procedure's effectiveness.