Headaches. Headaches are probably the only real side effect following a session of AIE, especially when prolonged. The headaches are usually only very slight ones though, and not that serious.
Other side effects could include drowsiness, and this is understandable when some people who experience AIE claim to have been diagnosed with narcolepsy – the tendency to fall asleep in relaxing conditions, and sometimes inappropriate places (remember the film Rat Race with Rowan Atkinson?). Whether that condition is related to the tingles directly is unknown.
Some claim otherwise however, and say that AIE causes a more positive form of focus and concentration. This might have something to with brainwaves, like the old theory that certain types of music, especially Classical like Mozart, causes the same effect.