I'm sensitive to loud noises, and high pitched noises at any sound level, even that which can't be heard by most people. I've had to learn how to filter it out, as I also have a higher range of hearing than your average person (The high-end of the human norm.). Luckily, that last bit is starting to go away due to age and my choice in music.
But things like cathode ray tubes, some types of florescent lights, certain toys, and so on will distract me if I'm not ready for them. It takes effort to filter them out using mental exercises I learned at a very young age (Guess what types of lights my grade school used?). If loud enough, it causes quite a bit of pain. I tend to avoid young children because of this, as even a happy voices from them literally causes me physical pain. ASA (Generic Asprin) is a standard everyday carry for me whenever I'm expecting to have to go on a bus or be in a crowd that isn't Adults-Only (Ozzy rocks, BTW!).
I figure someone with EM Sensitivity would do similar acts, avoiding crowds as much as possible, limiting the EM Emissions in their house (EMP shielded electronics would help), carry headache tablets. Tend to get really annoyed at line-ups at coffee shops. Take public transit at low-passenger times.
Since my home is now fitted out with LCD Flatscreens, I've noticed such a lack of noise that it's quite... Freeing.