We always are trying to do it find ways so that can make our room more soundproof. We don't have kids or anything but well the houses in our neighborhood are close together. If our neighbor is standing in her yard, there is no doubt she can hear us...well me moaning and screaming during sex. Not like I can go and hand my neighbors some headphones and say "we are having sex tomorrow please be aware there will be lots of screaming and moaning." I guess I could but not sure it would go over well.
Here are a few ways to help eliminate some of the sound....
1. Trees - Trees and bushes planted around your property can create a natural sound proof barrier. Even just planting some in front of your windows help sound proof. It helps absorb the sound coming into your house as well as out.
2. Make MORE noise - such as tv or music. Or better yet have a fountain or white noise machine. Also are you worried about your tv and music making too much noise? Make sure they are off the flloor - speakers on the floor vibrate and spread the noise. If they are sitting on top of something it helps absorb some of the vibrations and sound.
3. Doors - Get solid wood doors as the sound waves won't travel through those as much as they do through the hollow ones. Also place weatherstripping around the doors leading outside.
4. Electrical Outlets - When electrical outlets are inserted into wall spaces they usually have big gaps around them that are covered by the outlet cover. So remove your outlet covers, fill in the space around the electrical outlet with acoustical caulk, and then replace the cover after it has set.
5. Holes and Cracks - Like the electrical outlets there are lots of other holes and cracks in walls. Check around windows and doors, pipes and wires, heat vents, and light switches. You can fill any the cracks with an appropriate filler like insulation, foam or acoustical or silicon caulk. To find holes and cracks turn out your lights and see where light flows into the room and those are your spots where noise escapes.
Of course there are some more expensive and serious ways to sound proofing a room such as using double drywall with a special glue between the pieces that helps absorb noise. Or insulating or using mass-loaded vinyl. Just make sure you research before putting lots of money and time into soundproofing.