In 1991, rock star Axl Rose landed in court after a neighbor in his condominium complex accused him of blasting his stereo. The neighbor convinced a court to issue a restraining order to keep the noise to a reasonable level. Some cities and towns have ordinances limiting noise to a given number of decibels. If the police have a decibel machine, you can ask them to measure the noise your neighbor is creating. This provides useful documentation should you need to proceed against your neighbor in court.
Timing is critical, though.
But some noises may be unreasonable at any time, such as playing an electric guitar so loud that it makes a neighbor's walls shake. As with any nuisance, start by asking the neighbor to tone down the volume and explain why. If the neighbor doesn't respond even to a letter, consult with your town council about local ordinances that might need enforcement. Consider a lawsuit only as a last resort. Everything you need for court related issues.