Sensory strategies that are free or close to it:

critical moments...hold ice cube in hand until urge passes.
non-critical moments...Hot bath, self-massage (if nobody is around to help : ), breathing meditation.

Non-sensory: taken from DBT (currently my favorite bit) "just the facts" you can take any situation and rather than apply judgements, you view the situation by stating just the facts. This is not an attempt to take negatives and make positive at all...it is simply removing judgement to effectively access situations and effectively solve issues while breaking the cycle of continuous negative thought patterns (if i understand it correctly).
ie. instead of saying something like "I am the worst person ever for having done XYZ" , you can state the facts and say "i did XYZ", "there may be consequences to having done XYZ" an effective solution to addressing this is "ABC".

If you are not in a position to state the facts go to sensory critical coping and try to distance yourself from the situation for awhile until it is approachable under "Wise Mind" conditions. Wise Mind=Emotional Mind (feelings) + Rational Mind (Reason).

I am eager to hear other responses because I am trying to learn coping skills, too.