Document with a video camera that has audio when they play music, preferrably at improper hours of the day or night, get several different days on video. Ideally, you should also document just how far away from the home you can hear this music, like out near the street.
DO NOT RETALIATE by playing your music loud. Do not threaten your neighbors or retaliate, you'll only end-up committing a wrong that may come back and bite you. Send a letter (return receipt) to them with asking politely to stop playing the music so loud between x - x hours, because you're having trouble sleeping. Send a letter (return receipt) to your land-lord explaining your problem. Keep copies of the letters, and any responses. Anytime that you talk with either your land-lord or neighbors, document the time, place, and what was said. Go to the police and ask to file an excessive noise complaint against them, if for nothing more than to document that you have tried to pursue relief through every lawful avenue.
Then, once you have collected all these things in abundance, file a lawsuit naming both your land-lord and neighbor. They will have ZERO defense to this, and the more that you can document that they persisted in playing the music loud during those times, and that your land-lord did nothing, the worse it will be for them. Ask for damages; mental anguish, stress, a partial refund of your rent every month in which you experienced a sleepless night, whatever. Ask for the maximum amount allowed in small claims court and let the judge decide what is fair.
Otherwise, move or live with it.