For me sunglasses or headphones would not help at all. They may even make things worse. However, I am not hyper-sensitive to sound or light.
For me, sensory overload happens because, like many aspies, I am not good at processing allot of stimuli in real time. I seem to need more time to reason through the information that I receive. I have to concentrate just to get through the routine of, say, visiting a shopping mall. There are lights, sounds bustling people, advertisements and, if you are not shopping alone, trying to keep conversations going. At first I can manage to get along fine but the extra effort required to take in everything and filter out the un-needed stimuli, can be very tiring.
My wife's suggested solution of dropping into a coffee shop has no effect, indeed it can make things worse because there are even more stimuli there, with the smells and increased demands for polite conversation. Adding more stimuli, by way of music through headphones and blocking of visual stimuli with dark glasses, would make me need to concentrate more to be aware of the environment around me and would bring on the sensory overload earlier.
To cope I try to limit shopping trips to two hours. My two hour limit before sensory overload kicks in is very real and very repeatable. If a time limit is not possible, I make excuses and disappear to a quiet place, e.g. the washroom, for a while. After such a break, I can function for a while longer, but my further limit is much reduced each time to well below two hours before I need another break,
The above may not work for you.