A similar situation to "Party Wall Help" below, but I will be putting into a sort of home cinema... the problem being it's an upstairs room and it's adjoining a neighbour's bedroom.
For me, I will have the sub-woofer at the opposite side of the room to the wall touching the neighbour, and I'm hoping to be able to play the sound at an "enjoyable" level and of course, the neighbour is probably using it as a bedroom. I don't mind losing a couple of inches (up to about a foot?) to the soundproofing, and I want to do it on the cheap, do it myself if at all possible.
The common wall is about 2m wide, not including about 50cm taken up by a chimney.
Also I'm a total newbie to the concept of soundproofing... Looking through different web sites gives different materials and I've no idea what they are or where to get them... (Do normal DIY shops sell this kind of stuff?)