My boys have a range of sensory issues as part of their autism.
Anything that can muffle sound is a big help. In this cold weather you can wear ear muffs outside to help dampen down some of the sounds. Particularly useful at this time of year when every shop seems to have loud Christmas music playing.
Sunglasses or even ones with a slight tint can make a difference to the amount of light you have to tolerate. You may have found that fluorescent lights and some computer screens seem to 'flicker' for you, so you might need the glasses for those too.
At home, wherever possible use light bulbs that are a little dimmer than your usual ones. At night time small lamps are less painful than big overhead ones. If you have to switch on a big light, give yourself a moment or two to adjust to the sudden brightness. I always have to cover my eyes with my hand first, switch the light on and then slowly take my hand away.
Our screens are usually on a dimmer setting too, which makes using them a lot less painful.
Wherever possible, try to have an escape plan when you go out somewhere. You need to be able to have at least a few minutes to help the overload to subside. It could be anything from being able to go and stand outside the shopping centre for a a few minutes, walking around the corner away from people, or even just sitting in the car for a little while.
If your children are of an age where they like to go to the park, avoid the busy times whenever possible. Go first thing in the morning rather than at lunchtime. I also used to take mine when it was wet or rainy. Not only did we avoid noise and other people, but there was little chance of any bright sunshine.