Once you've gotten out of the noise's direct path, you can further reduce the sound you hear with some simple office additions.
Acoustic panels are available at hundreds of different retailers, and can drastically reduce the level of reflected sound. Using cotton or polyester absorption material, these square or rectangular devices can be hung on your wall opposite the intruding noise. They come in an endless variety of sizes and designs, with some doubling as artistic pieces so you can keep your decor the way you like it.
Sound absorption sheets are a good solution if your distractions are coming straight through the walls. These thick cotton sheets which resemble the comforter on your bed can be hung directly on the wall, quieting both noise and vibration. If you're on a very tight budget, you can even use your own sheets. The results won't be as dramatic, but they'll still be there.
Finally, try working on the door itself. Among the options available are acoustic panels specifically designed for doors and self-sticking soundproofing sheets.