Eaten : cow brain, pig brain, chicken brain. It's been a while though since I had a good one, it was back in the days when my grandparents were still live and kicking, caring for and slaughtering their own animals.
How various animal brains taste like depends a lot on how they're prepared and the skill of the cook... if somebody that has no idea what to do (or simply lacks experience) cooks them, they might very likely turn into tasteless mush (like, sadly, a lot of cooks from places where I occasionally go eat).
I'm having a hard time describing the taste in words... how should I put this... they taste very little like the regular meat of the animal (but with a hint of it though), they resemble more some of the other animal's innards, but it always has a very distinctive taste no other of the animal bits has (and as usual, a hint of chicken, but then again, almost anything you can't really describe seems to taste slightly like chicken, heh).
Chicken brain tastes almost like a combination between chicken heart, liver and a hint of regular meat, but it has less of a chewy and more of a crunchy/spongy feel. Out of all animal brains, I like it most, but the portions are obviously tiny. Boiled it's least likely to get wrong, just boil the entire head (after cleaning and optionally skinning, of course), crack it open, brain served.
Cow brain could almost pass for steak, but it's a lot smoother and fragile, a tiny bit too fat for my taste.
Pig brain actually reminds me of mushrooms for some reason, mixed with a hint of chicken, but a bit more watery, and of course, easily fragmented.
Seriously, I'm quite bad at describing taste in words, and the fact it's been a while is not helping. Long story short, it's worth trying, can be very tasty, but only if the one preparing it knows what he's doing (or if you're trying boiled chicken, which you'd have a hard time getting wrong). If done wrong, it can be disgusting, especially pig (IMO, that's the trickiest one).