I know of someone who likes to listen to brutally loud music and he had the place soundproofed. Not easy, you need heavy materials and gaps to dampen bass.
I generally get on well enough with my neighbours to have no probles, and I've lived in a few places with joined walls. Nevertheless there are some people who you can't please - I remember one such who complained on the night she moved in, at 7.30pm, and again a few nights later. Second time around she was told "No, I'm sorry, what I'm doing is not unreasonable behaviour for 8pm, good evening to you" and she never spoke to me again, which was fine by me. The people on the other side, also joined, were far noisier than I and we got on fine. The only other time I've had a complaint was a family whose teenage son blasted music at stupid volume when they were out and had the nerve to complain to me when mine was turned up one evening about 8. In addition they sent round their cutesy 10 year old to do their dirty work, so I sent her packing and invited her to "send her mum round". After a discussion as to sorting out her lad's behaviour before sorting out mine, and having necessary discussions herself, she went away and I carried on listening. We never really saw eye to eye, but to be honest we wouldn't have done. Crap neighbours are crap neighbours. The current ones I have are stars.