um
before you go nuts buying this shit recommended by teh posters below

what
exactly are you trying to soundproof for?
the methods described below are good for killing reverberating sound within the room (echoes) and good for recording, but will make fuck all difference to the sound
transmitted throough the walls etc ~ if you're trying to limit this (ie because the neighbours, housemates etc) are complaining about noise, then it wont be so simple.
materials with different densities limit the transmssion of different frequencies... and unfortunately, absorbing bass requires a lot of heavier materials, discontinuous construction (second wall layers), plus sealed air gaps around door frames, key holes etc etc etc