I have quite a few.
The most important sensory things for me are my weighted blanket and noise cancelling headphones.
As for stim/sensory toys, my favourites are: tangle jr. , different chewable stim toys (specifically made for autistic people), kinetic sand (this is so amazing, my favourite is kinetic "beach sand" as it is much more tactile compared to the normal kinetic sand). I also have a vibrating snake (it was pretty cheap, i don't use it too much but it is very calming), putty and an array of different kids toys (such as bouncy balls, different squishy toys, slinky's etc.)
OH! One of the best ones is called a "Pop Toob"
A good place to start is looking in a toy store, if you aren't sure of what you want to get.
I also have a fidget spinner, but it isn't a tactile toy, which are the ones that benefit me the most.
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Diagnosed with
F84.8 (PDD-NOS) 2014
F33.1 Major Depressive Disorder, recurrent, moderate.