Hello Matt.
For three serious Rock bands, you will need drastic measures.
The curtains will help cover up what you will need to do to your walls to prevent from neighbor sound overload.
Use 2# Mass Loaded Vinyl barrier material to cover the walls and ceiling area. Also, for absorbing sound , use closed cell vinyl nitrile foam mat as much as 2" thick. You can apply some paint or posters to this material for the appropriate look.
In your door and window spaces, you will need additional soundproofing.
This is a major job
Please let us know how it is going.
Marc Saldana
Super Soundproofing Inc.
Marc@Soundproofing.org