Soundproofing is never an easy job. High-frequency sounds move through the air and low-frequency sounds such as slamming doors and bass-heavy music can travel through structures. Party walls that are properly built have what is called resilient bars between the stud wall and the drywall. These are Z-shaped pieces of metal that help muffle sound. If the wall does not have the resilient clips, then you can either tear down the drywall, install resilient bars, and erect a new drywall, or install resilient bars on the existing drywall and put up two new layers of drywall over that. Any empty spaces in the wall should be filled with any kind of soft insulation. Also fill any airholes in the wall with standard foam-in-a-can insulation. This will definitely reduce and muffle sound coming from next door. You can also ask your neighbors to do the same thing on their side of the wall.