My T brought this up pretty early in our work and I made a self-soothe kit. Probably one of the best things to come out of it.

My favorite thing (and one that I've found to work best for myself) is to read a children's book out loud with voices. The book I use is The Little Prince which is around 100 pages. When I use my kit it's usually when I'm at the point of wanting to harm myself so I'm all over the place and by about page 30 I've been able to remove myself from that frame of mind and be able to talk to myself compassionately.

For me another big thing is to remove myself from the internet so I make sure that I have DVDs near hand and even music that I don't need to get off of any website. For me I've found ocean or nature sounds are best since they don't really have anything but a calming effect on me.

Other things in my kit are:
-art supplies (water colors, markers, colored pencils, ect.)
-Embroidery floss for friendship bracelets
-small stuffed animal
-mints and other hard candy
-feelings chart
-letters from people

If you read about self-soothe kits online you'll find a lot of things talking about putting things that use different senses so I tried incorporating that in mine as well.

I hope you're finding strategies that help you