Prediction of consumer behavior is one of the important purposes in marketing, cognitive neuroscience, and human-computer interaction. The electroencephalography (EEG) data can help analyze the decision process by providing detailed information about the brain's neural activity. In this research, a comparative approach is utilized for predicting consumer behavior by EEG data. In the first step, the features of the EEG data from the NeuMa dataset were extracted and cleaned. For the Graph Neural Network (GNN) models, the brain connectivity features were created. Different machine learning models, such as classical models and Graph Neural Networks, are used and compared. The GNN models with different architectures are implemented to have a comprehensive comparison; furthermore, a wide range of classical models, such as ensemble models, are applied, which can be very helpful to show the difference and performance of each model on the dataset. Although the results did not show a significant difference overall, the GNN models generally performed better in some basic criteria where classical models were not satisfactory. This study not only shows that combining EEG signal analysis and machine learning models can provide an approach to deeper understanding of consumer behavior, but also provides a comprehensive comparison between the machine learning models that have been widely used in previous studies in the EEG-based neuromarketing such as Support Vector Machine (SVM), and the models which are not used or rarely used in the field, like Graph Neural Networks.