Yes, you can self-hypnotise at theta. But the conundrum is, that when in theta you become distant from the problem at hand.. ie. you tend to daydream gratuously rather than solve a problem. 
The best way is:
1. Relax without sleeping - sit rather than lie down cos that reduces your chances of drifting off to sleep.
2. Do something like count breaths for 10 or 15 minutes, or stare at a candle or whatever you do when you meditate.
3. For self-hypnosis, have a resolve firmly at the back of your mind and keep it there, similar to the method in Yoga Nidra.
4. Contrary to common belief, you don't have to be in theta for hypnotic suggestions to work, so do that when you are simply relaxed and repeat your suggestion THREE times.
5. There's a lot LOT more that I can say about different methods and ways to make suggestions, but That's it in a nutshell.
I'd be happy to expand and also answer queries by email - tlantzakis@aol.com. I'm a clinical hypnotherapist and that's my public email, so publishing my email address is not a problem to me.
I also do hypnosis CDs, if it will help. Personally, I can get into theta, but not beyond to astrally project.. BUMMER! I do visualize in theta (everybody does) and I've tried some magic with small but real success too.
Theo
The best way is:
1. Relax without sleeping - sit rather than lie down cos that reduces your chances of drifting off to sleep.
2. Do something like count breaths for 10 or 15 minutes, or stare at a candle or whatever you do when you meditate.
3. For self-hypnosis, have a resolve firmly at the back of your mind and keep it there, similar to the method in Yoga Nidra.
4. Contrary to common belief, you don't have to be in theta for hypnotic suggestions to work, so do that when you are simply relaxed and repeat your suggestion THREE times.
5. There's a lot LOT more that I can say about different methods and ways to make suggestions, but That's it in a nutshell.
I'd be happy to expand and also answer queries by email - tlantzakis@aol.com. I'm a clinical hypnotherapist and that's my public email, so publishing my email address is not a problem to me.
I also do hypnosis CDs, if it will help. Personally, I can get into theta, but not beyond to astrally project.. BUMMER! I do visualize in theta (everybody does) and I've tried some magic with small but real success too.
Theo