I got the idea for a farm sensory box from Counting Coconuts. Mine is a little more simple, it's just chicken scratch (which only cost me $6 for a 25 lb bag at the feed store), farm animals from our Farm Toob, and some scoopers. K has really been enjoying it and J has taken some interest as well.
Once again, I always bring our kiddie pool inside and put the sensory box inside of it to reduce the mess. It works well, except when J decides to play because he has been known to throw stuff outside of the pool. But it's nothing a little vacuuming can't fix, and I definitely feel that giving my kids these kinds of experiences is worth the mess!