For me, music is much more relaxing than nature sounds on CD (nature sounds in nature is a different thing). Different music does it for different people - I once had a colleague who claimed that hard rock made him relax - but for me it's early, baroque and classical music in particular that works best. Especially early music. Listening to a hymn by Hildegard of Bingen can give me a physical feeling of muscles inside my head relaxing (which I know isn't happening, but it's how it feels!)

When I'm stressed out and can't sleep it sometimes helps me to listen to audiobooks, because they force my thoughts away from the stressful stuff. That's something my ex-T recommended, though I was actually already doing it. Libraries have audiobooks you can borrow, and there are free (public domain) audiobooks you can download from librivox.org (I personally don't use librivox that much because many of the narrators set my teeth on edge, but I know many people who listen to librivox books all the time and have no problem with it, so that's definitely a matter of personal preference.)