So I'm a scientist and I design assistive technology devices. When I saw the Embr Wave I was dubious. After a little bit of research I changed my mind. They don't claim to change you core body temperature just your perception of room temperature. They also make it oscillating. That make sense to me. I have noticed that when I feel a draft it makes me think about how worm of cold the room feels. I'm sure that it uses a thermoelectric cooler. They work as heaters when run backwards. One thing that I would caution you about is that these system use about ten times as much power to cool than to heat. So if you mostly want it for feeling cooler the battery life will be much shorter.
Embr Wave makes a device but they charge $300. It seems that we could make one for a lot less.