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Walls, floors, windows, doors. They are all straightforward to soundproof. I don't say easy, and I don't say the results will always be as good as you hoped, but the science, technology and process is all a do-able proposition.
But ceilings. Well, soundproofing always requires mass, there is no alternative. And how do you hang mass from a ceiling?
The simplest answer to soundproofing a ceiling is to soundproof the floor above. The supports are there and you just lay the mass down. Depending on the structure of the building you could lay down as much mass in the form of particle board sheets, or even concrete, as you want.
If you need very good results from your soundproofed ceiling, you really need to construct a completely new ceiling, suspended from the walls and completely independent of the existing ceiling. The problem with this approach is that it is a major building exercise, and you lose significant height in the room.
There is another alternative, if you would be satisfied with a degree of extra insulation of approaching 10 dB (it would be a good exercise to test out what a 10 dB reduction sounds like - just play some music through your system and pull down the output fader by that amount).
Firstly, you need a clever piece of building kit called a 'resilient bar'. You will need several meters of this. To find out more, click the search link below...
In the past, you would have fixed wooden battens to the ceiling, and then fixed sheet material to those. The resilient bar is better because it has a degree of flexibility that will isolate, and 'float' your new ceiling from the existing one.
With the resilient bars attached to the ceiling, you can screw plasterboard (drywall) sheets into the bars. Several layers will be necessary adding up to around 30 mm. Don't allow the plasterboard sheets to touch the walls, but leave a tiny but definite gap. Fill the gap with plenty of silicone sealant.
As the first layer of plasterboard goes up, fill out the void created with mineral wool (mineral fiber). This doesn't have great insulating properties in itself, but it stops sound bouncing around in the void, and of course eventually leaking through.
The last trick is to make sure that absolutely all air gaps are plugged. Then you can enjoy your newfound, wonderful silence. Well, around 10 dB more silent than it was before. It's worth having.