Feel free to waste your money on the latest gizmo but it has all been done before. We used to call these people snake oil merchants
There is quite a lot of research intotennis elbow (or golfers elbow). So instead I would rely on treatments supported by scientific evidence. My understanding is that there are There are numerous treatments for lateral epicondylitis and no single intervention has been proven to be the most efficient. One of the possible reasons for this evidence not being very clear is that lateral elbow pain may be more than one condition - so more than one problem may get diagnosed as tennis elbow.
In a recent review of clinical trials for tennis elbow, Shock wave therapy helps and a manipulative technique invented by Cyriax also has been shown to be good. The technique that physiojlb describes could also be helpful although there is less evidence for this.