The best course of action is to start cataloguing each occassion, the details, i.e loud music, (even the name of the song if you know it!), and start and stop times of the activity, even if this means four or five things per night.
Make it factual and detailed, but not ofensive or accusatory.
Whilst doing this contact the environmental health department of your council who deal with noise- you should find details on your council website. Tell them you are having problems which you have tried to handle with the neighbours but with no sucess. Explain that you have been keeping a noise log.
They should ask you to continue this, and may send you some logs to fill in. It may be frustrating, but they will probably ask for a few log sheets worth before they will take action. Keep at it.
Once you have a number of sheets completed, the council will review them, and decide if they can take any action- this is likely to be placing recording equipment in your home for a period to ascertain the ambient noise levels, and noise levels during incidents.
If they feel it is unreasonable, they can take proceedings against the neighbours.
They may offer to write a letter to the neighbours before this, asking them to be considerate. This can have a shock effect, but keep doing the logs anyway!
Good Luck