I have two variants of this. The 'things from nature' basket which just has shells, wood, stones, feathers etc and 'natural objects' basket including many items from here. This was an easy place to start.
The OT Mama: DIY Sensory Board. I like the addition of a noise maker. I've also seen mirrors, tap light and dangled chains. This one is on a peg board, but why not just use a cardboard box-easier to travel with too!