Sonodynamic therapy (SDT) has emerged as a novel and highly researched advancement in the medical field. Traditional ultrasound contrast agents and novel bubble-shaped agents are used to stimulate cavitation and enhance SDT efficiency. However, the impact of artificially modified shell structures on the acoustic properties of microbubbles remains to be explored. Alternatively, in the absence of bubble-shaped agents, some clinically available organic sonosensitizers and advanced inorganic materials are also used to enhance the efficacy of SDT. Diagnostic and therapeutic ultrasound can also activate cavitation bubbles, which supply energy to sonosensitive agents, leading to the production of cytotoxic free radicals to achieve therapeutic effects. While inorganic materials often spark controversy in clinical applications, their relatively simple structure enables researchers to gain insight into the mechanism by which SDT produces various free radicals. Some organic–inorganic hybrid sonosensitive systems have also been reported, combining the benefits of inorganic and organic sonosensitive agents. Alternatively, by employing cell surface modification engineering to enable cells to perform functions such as immune escape, drug loading, gas loading, and sonosensitivity, cellular sonosensitizers have also been developed. However, further exploration is needed on the acoustic properties, ability to generate reactive oxygen species (ROS), and potential clinical application of this cellular sonosensitizer. This review offers a comprehensive analysis of vesical microbubbles and nanoscale sonocatalysts, including organic, inorganic, combined organic–inorganic sonosensitizers, and cellular sonosensitizers. This analysis will enhance our understanding of SDT and demonstrate its important potential in transforming medical applications.