Your biggest problem is the window. Unless you can renovate and replace with triple-pane, give up.
The three bywords of soundproofing are: Air seal, Mass and Separation.
Air seal: Sound will come in through the tinest cracks and holes. A typical household door doesnt seal around the edges, and leaves a 1/2" gap at floor level. First step is to sell all holes and cracks, get a good seal around the door. Don't forget that electrical outlets and switchplates are a nice big hole in your room's envelope. You can get foam sealers to go behind the cover plates.
Your heating/AC/Ventillation system is a huge problem in this regard. No easy answer there.
Mass: The thicker and denser a wall is, the more sound it will absorb. Big problem with regular drywall construction, hollowcore doors and singlepane windows, is that they vibrate in sympathy with the sound source, and act like speakers transmitting the sound into your room. Adding a layer of MDF, drywall, or even better, rockboard or fireboard, to the interior walls will help by adding mass and reducing sympathetic resonance. Stagger the joints and seal them, including floor and ceiling. Choose a different thickness of material than what's there already, so the two layers have different resonant characteristics which will cancel out.
Separation: Even when you have added mass, you still have the problem of sound being transmitted by conduction down any solid connection between the source and your room. This includes floor joists and wall studs.
For a truly soundproof room, think like a Thermos or vacuum flask -- two walls, with nothing in between connecting them. That's why double or triple pane windows are necessary, to break the mechanical coupling of the outside to the inside.
This means, essentially, building a room within a room, and isolating the one from the other. The walls and ceilings are one thing, but isolating the floor is a challenge. Usually done by a resilient layer between 1 floor and the other to "float" the new floor - rubber, felt, that sort of thing.
If a full second set of walls isn't possible, you can fake it by using rezbar to hang your second layer of drywall/MDF board. Rezbar is a two metal strips separated by semi-resiliant strips of metal. you screw it onto your existing stude and joists, then screw the new wall onto the rezbar. This somewhat isolates the new wall from the old. If you are doing new construction, you can use a wider than normal sole plate, and stagger the studs one to each wall, so that the inside and outside wall do not share common studs.
Lastly - the trick of adding eggshell or foam or acoutstical tile around the room? Useless in this case. All these do is reduce the reflections of high frequency sound within the room.
So, to do anything to the house to make it more soundproof is going to cost $$$. Start with sealing up the cracks, add some sealing strips to the door but beyond that takes budget.
