One source of great annoyance is often due to sound transmission though windows, this can be down to a variety of factors. If the windows are operable types, the first thing to check is to see if the widows close properly against their seals and any weather stripping is continuous and in good order. If the window leaks air, then more often than not it will usually leak sound. If the window closes to form a tight seal and the weather-stripping seems adequate the next thing to check is the window frame.
Windows are frequently installed in to the wall opening with plastic shims to insure the unit is plumb and level. The space between the frame and the wall should be insulated and sealed before the window casings are installed. If this was not done correctly you can probably detect the sound leakage by placing your ear close to the frame and listening.
Usually double pane windows have poor noise-stopping capabilities. This may be overcome by installing a layer of lamination. Many manufacturers offer this service but it can be quite costly. Although double pane windows do stop a bit more noise than single pane windows it is still not very effective. In a noisy environment, you would hardly notice the difference.
Part of the problem is down to the construction of double pane windows; this is because the two pieces of glass are coupled within the same frame and vibrate together, similar to a tuning fork. Sound insulation, however, is increased markedly by using a double pane system and replacing air by argon between the panes.
In some cases the thickness of the glass maybe the problem in which case it may be necessary to install another layer of glass on the inside of the existing frame making sure that the additional pane of glass is well sealed into the opening.