The easiest way is to simply build two sets of walls. At the very least, heavy insulation in the studs and two layers (at least) of drywall on both sides.
If space doesn't allow for two complete wall sets, staggered studs on a 6" header/footer, 9" R-19 compressed into the space, two layers of 5/8" drywall on both sides. It's not "sound proof" to general standards that you'd find in a well-constructed studio, but it'll certainly do the trick.
You won't find any construction/insulation materials at Guitar Center...
