Interesting study done recently. Link here. More info here.
Researchers have improved the endurance of cyclists by applying electricity to a part of the brain (insular cortex) associated with discomfort.

Ten competitive cyclists participated in the study; each completed two all-out cycling tests, after receiving 20 minutes of either real or faked brain stimulation. The electrodes were placed over the left temporal cortex of the brain, which is directly above the insular cortex, so that both regions were affected. The results: After brain stimulation, the cyclists had lower heart rates, slower increase in perceived exertion and produced 4 per cent more power in the cycling test.
It seems there are pretty big gains with little chance of health risks. With the rapid advance of technology it will be interesting to follow this issue and see where it leads.