A quiet calm-down session before I try and go to the bedroom to sleep (mostly involves watching recorded, carefully-chosen, non-upsetting TV shows).

A coolish room and complete darkness, with just the smallest nightlight off to the side.

Big, full, thick blankets.

All three pillows situated just right. I sleep on my side, and need to hug something to get to sleep.

And sometimes, my sound machine set to "steady rain", or "waves on the beach". This helps when there's lots of noise from outdoors.