My DS did therapeutic listening (Vital Sounds) when he was 2-3.5 yrs old and in EI and went to an ot sensory gym. He was born with severe SPD and hypotonia and some other stuff.
Like PolarBear, DS had a terrible time with loud noises (i.e. public toilets and hand dryers) and it was pretty difficult on a daily basis since we were living in NYC! Did the Vital Sounds work? To a degree. Yes, the earphones and CD tapes are not cheap and we paid out of pocket. I still have them somewhere.
When DS first started to use the Vital Sounds CDs, I remember he used to fall asleep within 5 minutes or so. He was around 2 yrs old then. Poor thing could barely stand up with the CD on; that's the vestibular part. It just tired him out between listening and standing upright. Wish it worked this way today!
DS did 2.5 yrs of vt between 4 and 6 yrs old. We had more drastic results with vt than the therapeutic listening. Then again, DS was born with visual deficits (that's under the other stuff category). Yes, it's expensive. We paid out of pocket. However, DS was 4 and barely scribbling and had poor eye-hand coordination. I'd do it again in a heartbeat because we did see some impressive results and there's no way DS would have gained the visual perceptual skills w/o vt. He had already had 4 yrs of pt/ot before he started vt but still barely scribbled and was struggling with body-in-space/vestibular issues.
Lately, DS has been doing neurofeedback. That's also expensive. Then again, you're re-wiring the brain and DS's situation is far from the norm.