Your first step is to talk to your neighbor and try to resolve your differences in person. It's hard to believe, but sometimes neighbors are not aware that they are causing a disturbance. Even if you're ready to punch somebody's lights out, try a little sugar instead. Your next step is to get a copy of your local noise laws. Most cities and counties have ordinances that control the times, types and loudness of noise.
Noisy neighbors are in for a warning or even a fine.
You can look up your local ordinance at city hall, a public law library or the public library. Make at least two copies of it, one for your neighbor and one for yourself. Don't make threats, but state that if the situation doesn't improve you'll be forced to notify the authorities. Enclose a copy of the noise ordinance. Most cities offer free or low-cost mediation services, which means they provide an impartial mediator who will sit down with you and your neighbor and try to help you resolve your differences.