What material to use for walls

Hello I'm a guitarist. Love to play at fairly high volume level. I pratice in the baseman, in a finished room not sound proof. 2 of the walls are exterior walls (with 2 small windows). The other 2 walls are made of standard dry wall material and a standard wood door. What material could I use to put directly on the walls, ceiling, and door inside the room to improve the sound proofing of the room? Not looking for perfection, something simple but that will make a difference. I was thinking of 2 inch standard styrofoam simply screwed to the walls from inside the room. Is this a good method? Any recommendations?

Anything that has been said or written on this subject of isolation has included the word "dense" or "density". Styrofoam is not dense. It will also burn at a high rate of speed and the smoke!!!! The smoke alone can choke a person to death. If I were in your shoes, I would read for a few days/weeks more until my thinking on what I am doing was based on education and not assumption or old wives tales:)

in other words, spent your precious vacationdays on reading this very forum and get updated on the whole studio build. When yer browsing the forum, esp. the sticky threads, you'll not only find lotsa info on what to do, what NOT to do, what to use, what NOT to use, how to and more but also to buy some books (I could mention one... but not gonna, you'll figure it out ;) ) Good luck! and welcome to the forum.