It's important for all kids to feel different textures. While there are many toys you can buy specifically for this, it's cheaper to just put together opportunities for yourself. Different cloths to touch and rub against their skin, different papers (sand paper, tissue paper, etc) to rub and color on, even simple things like grass, trees, and leaves make great sensory experiences for children.
Playing with sand is a great texture experience. We have a sand/water table that the kids play with standing up, but sitting in sand and feeling it on their feet is even better. Mixing it with water to create different textures even within the sand/mud is fun, messy, and also develops better sensory understanding.
Play-doh is just one of the types of dough and putty we use around our house. Helping the kids pound, roll, pinch, and tear the dough are all great for developing fine motor skills as well.
Water in a bathtub is one thing, but being able to swim in the water is more of a full body experience. The feeling of not touching the bottom and having to stay vertical helps with the sensory and vestibular systems.
We finger paint quite often around here. Many people are afraid of the mess. Here's our process:
1. Make sure all clothes are washable (my kids don't have any that aren't)
2. Put on a smock (or giant bib in this case)
3. Make sure you are over an easy to clean floor (no carpet)
4. Give them a surface around the paper that you know will get dirty as well (sometimes a bigger piece of paper, here an old box that we were getting ready to recycle)
5. Remind the kids to only paint on the paper.
6. Make sure you have baby wipes and paper towels already out and set to go
7. Let the kids paint and go wild!
8. Wrap their hands in the dry paper towels to wipe off the excess.
9. Use the baby wipes to rub off paint in random places (legs, feet, etc)
10. Holding the paper towel surrounding the dirty hands, walk to the sink to wash hands
The whole process really only takes a few minutes. It seems like a lot, but most of it is just setting up the right environment for success.