In this talk we will make a revision of recent extensions of the notions of Choquet and Sugeno integral. In particular, we will show how we can modify the original definition of Choquet and Sugeno integral by considering general operations. Such generalizations will led us out from the scope of usual aggregation functions, to recover more general methods of fusion of information, such as pre-aggregation functions. We will show the usefulness of our developments by considering applications in fields such as image processing and classification. We will also discuss how these extensions provide very good results in the problem of identifying whether a subject is thinking on moving the right or the left hand, taking into account the signals of the EEG. Finally, we will also comment another possible generalization of the Choquet integral, called d-Choquet integrals, and its possible applications in decision making.