I'd suggest reading Premium Home Theater by Earl Geddes. It's well written and easy to understand, and it nicely lays out the theory of room acoustics and specific solutions. You've already hit on the major problem of the structure transferring vibrations to other rooms. I think the most effective solution would be to incorporate resilient channels into your walls and ceiling that physically decouple the sheet rock from the studs, beams, etc. (floors could be a tougher problem if not on a cement slab). Not a small job but not horrible either. If you're handy you could probably tackle it yourself with a helper. Or, alternatively, the book is detailed enough that any competent contractor should be able to do it (i.e. you don't necessarily need someone who specializes in audio rooms and is really expensive). Either way, I suggest reading the book because it will help you understand the underlying issues and probably with the rest of your room's acoustics as well. I found it extremely interesting and educational, and it was by far the best of the several books I bought on the subject (at least for a layman like me). Best of luck.
