This can sometimes come down to personal preference, anonymous, but there are a number of choices, each sorted by move.
For one, some people with hypersensitivity issues find that using moves like Feather Dance or Cotton Spore effective—the latter especially because it can be done in small doses to create makeshift earmuffs that are effective in filtering sound. To this end, members of the cottonee line are especially popular.
Additionally, others prefer using Teleport to transport themselves to a fixed, calming location. It’s also useful when the person in question is rendered unable to verbalize their need to leave; most pokémon with this move are psychic and thus able to sense their partner’s distress or hear their thoughts. While the abra line are most known for their ability to use Teleport, the ralts line tends to be more popular, especially given ralts’s empathic powers (and kadabra’s tendency to induce headaches).
Other people with hypersensitivity issues prefer using moves such as Wonder Room, which can—depending on the power of the user—be used to create a comforting space anywhere the user’s partner may be. (Some pokémon capable of using this method are trained to keep their spaces small and to custom-tailor each space to suit their partner’s needs. Such spaces can be anywhere from soundless rooms with opaque walls in calming colors to transparent boxes that merely filter sound.) Solosis tends to be popular for this, as it can double as a stim toy if necessary (no, this doesn’t hurt it), but for reasons I admit I’m not sure of, psyduck is just as popular. Apparently, its vacant stare is both hypnotizing and calming.
And then, of course, some people may only need a pokémon that can help them navigate overstimulation without moves. In this case, psychic pokémon are often the best, as they’re capable of helping their partners communicate their needs, and because many psychic-types train through meditation, they often are extremely patient and capable of guiding their humans through similar calming techniques long enough to help them find a safe, calming (physical) place. Medicham is especially popular for this.
So, in short, I suppose it depends on whether you want to filter stimulation, remove yourself from stimulation, or simply have a pokémon who’s calm and reassuring at all times, but there are quite a few options for you, should you need it. Of course, don’t forget to talk to your therapist (if you have one). They may offer suggestions that will fit your specific needs—possibly even suggestions that aren’t listed above.