It's important in dealing with inconsiderate neighbors that you remember they might not recognize that they are being so inconsiderate. The first thing to do would be to introduce yourself if you haven't already. Get to know your neighbors better. Have a few good conversations (if possible) before bringing up the problems you have.

Be considerate first. Talk about your kids or the reasons why you moved into the neighborhood (i.e., it's quiet). Where the best places to visit are in the area. Make some small talk. Try to find something in common. Once you do that, don't make a big deal of the problem, but mention that it would be nice if they could be a little more quiet. Some people will react well to this.

If you run into a particularly difficult neighbor, you may have to change yourself. If noise is the problem, buy some really nice Bose Noise-Reduction headphones. Or, you could also just join them, and play your favorite songs louder than theirs. Possibly consider buying a track of a dog barking and play it all night long so they get the hint. Of course, this will likely cause more of a problem. :)