Neural field equations are integro-differential systems describing the macroscopic activity of spatially extended pieces of cortex. In such cortical assemblies, the propagation of information and the transmission machinery induce communication delays, due to the transport of information (propagation delays) and to the synaptic machinery (constant delays). We investigate the role of these delays on the formation of structured spatio-temporal patterns for these systems in arbitrary dimensions. We focus on localized activity, either induced by the presence of a localized stimulus (pulses) or by transitions between two levels of activity (fronts). Linear stability analysis allows us to reveal the existence of Hopf bifurcation curves induced by the delays, along different modes that may be symmetric or asymmetric. We show that instabilities strongly depend on the dimension, and in particular may exhibit transversal instabilities along invariant directions. These instabilities yield pulsatile localized activity, and, depending on the symmetry of the destabilized modes, produce either spatio-temporal breathing or sloshing patterns.