We've dealt with this issue twice now. Was at a rental house for a year with a nice 2 car garage, before we even began practicing there, we did a full on room inside a room construction. standard wall, about 7' tall to not touch the existing ceiling, standard studs, no staggering (mainly for cost and we did not drywall the outside) and did a double layer of 1/2" drywall on the inside of the room, with a layer of green glue (this stuff works GREAT but kinda expensive, highest cost of the whole build) between, and a 2 layer ceiling. With standard r-19 pink insulation. All materials (minus greenglue) bought at Home Depot Standing outside the garage you could hold conversations at normal volume and our neighbors never said a THING, we asked many times.
Then we moved and our singer bought a house with a workshop in the back yard.
We tore down the previous practice room (boo!) and reused the frame, and even extended it by 2 feet. Reused the insulation as well.
Did 2 layers of 5/8" drywall on the inside, staggered seams with one layer horizontal, and one layer vertical, and used 2 tubes of green glue between each sheet of drywall.
Only did 1 layer on the ceiling with the 5/8" drywall as the room had an existing ceiling that was already insulated and had sound panelling.
We haven't fully tested it, but it seems to be pretty quiet.. you can tell someone is playing when you walk around the yard, but not loud by any means.
Will probably have to seal the door a bit better as it seems to have become off kiltered.
Where is a good place to get those curtains you were talking about?
Thanks!