Unfortunately I know only too well about the horrors of a nightmare neighbour! So much so I had a stroke with all the stress they caused me. I'm shaking as I write this as it affected me so badly. This was about 8 year ago now and what you are experiencing is nothing compared to what I had to endure, but it is still enough to unnerve you as I can see. Please record every incident, and try if you can to get a cctv camera fitted before you do anything else so you can see exactly who us doing this. When you know and have proof of who is causing this go to the appropriate authority to get it nipped in the bud as life is not worth living with the stress and uncertainty of who or why some one would want to make your life a misery, other than that their life is miserable and worthless and they can't bare to see someone make a comfortable home for themselves and have a decent standard of life that they want to destroy.
I got the councils noise abatement office involved and they wanted us to go to a meeting with them (I forget what it's called at the moment!), but couldn't even face the woman. We had bought a beautiful Victorian terraced house, they were renting next door. We sold up and bought a detached and haven't looked back. People tried to tell me I was over-reacting, or telling me to ignore them etc, but this was a real situation, so go with your instinct and get proof, before it gets worse. This is how it started out for me and after months of trying to ignore it, I politely knocked on the door and said "I'm sure your not aware of how noise and music travels though our walls, but I would appreciate it if you could turn it down" in a friendly manner, to which I got a look of disgust but the music and other everyday noise got louder etc! I could go on and on about what other horrible things they did, but it would turn into a novel!!
Good luck Smurf, I hope you get it resolved 