Last year when my daughter was in speech therapy one of her favorite things was a sensory box. Once I found out my husband did not move the sandbox, I always planned on making one, but I just never could decided how I wanted to do it. Finally enough was enough, and I did it. It has hard black beans, hard kidney beans, hard macaroni noodles, beads, and a bunch of little animal toys that plague the toy box, plus other stuff the three year old added. Kids love putting their hands in all that stuff.
She loves it. I originally though I wanted a big box for it, but now I realize that was crazy talk, because it would be a potentially bigger mess. Sensory boxes are great, but you need to be in the same room as them, because sometimes its tempting to be naughty and throw the beans.
Speech therapy was for my daughter, but I was present and participating in all of her classes, it turned out it was great mothering class too, it taught me what is normal for kids, and how kids want to touch and move to learn. (I hate moving and touching when I'm learning.) So when my son is trying to do is homework, and stops to jump all over the room, then calmly sits down and writes another sentence, I now realize that is normal. When his homework is counting, and he wants to jump to count, counting each jump around the kitchen table, I now just let him, instead wanting to ornerily tell him to sit down and count.
Here is a fun website for other preschool things.