Soundproofing walls

Any ideas on how to soundproof walls? Our new neighbors are finally moving in (at very odd hours of the night...those poor kids need to sleep, I say!) and they are not what I would call "quiet." It looks like it will be a long ten or twenty years (by which time I hope the mommy screams and crying and ball throwing and drum pounding will have stopped and our lovely new neighbors' kids will have moved out of the house... or at least have decided to sit down and watch TV instead of triggering car alarms and house alarms and tears from me as I try to drown out their noises at 1 o'clock in the morning).