first you gotta know what you want before you do anything.
second you need to have realistic goals.
as many have already pointed out, the 1st point of confusion is the difference between sound proofing and acoustically treating a room. sound proofing is the process of preventing noise from traveling between the room and whats outside of the room.
SOUND PROOFING
basically when your inside the room you don't want to hear anything from outside the room as well as when you make whatever noise in the room (guitar/vocal recording, argueing with your gf/bf, blast britney spears womanizer, etc) you don't want anyone outside of the room to be able to hear you.
ACOUSTICALLY TREATMENT
here we're not really interested in the sound that travels from the inside of the room to the outside and vice versa. we just want a room that sounds nice. now, nice is very subjective so we shall not go there, but basically its making a room's sound properties ideal for whatever purpose you want to use the room for. for vocal recording rooms, this usually means deadening the room as much as possible. for control rooms, they wouldn't want a dead room, which will go back to the subjective discussion on "nice"
now, after you have identified what you want to achieve, then you will take the necessary steps to solve your problem. yes there has to be a problem that you want to solve. for eg:
1. bass freq muddy
2. room echoey
3. i can hear my neighbours getting it on everyday from 12am - 2am and it's driving me crazy!
4. i'm the neighbour getting it on everyday from 12am - 2am and i dont want no one outside my room to know
from these reasons, the solutions are usually a combination of these 3 problems:
1. sound proofing
2. acoustically treating the absorption
3. acoustically treating the diffusion
for [1], u simply need to stop the sound translating from outside the room and inside the room. best way has already been mentioned: room in a room. basically because there are 2 types of noise: airborne noise, and mediumborne noise. for airborne, u simply need to isolate the air inside from the air outside. this is the easier noise to get rid of. mediumborne noise is isolating the mediums so that noise does not tranlate from your walls, floors, ceilings, etc. covering up holes in your room like earlier mentioned will reduce airborne noise, but not mediumborne noise.
for [2] and [3], you just need to know the difference between absorption and diffusion.
absorption is preventing any noise that hits the material from bouncing somewhere else. this helps deaden the room. if you want to completely deaden the room, then use a lot of absorption materials.
diffusion is making all soundwaves that hit the material bounce of at different directions. this will reduce harsh echoes.
usually you will want to balance these 2. unless of course you are going for a 100% deadened room =]
sorry for the lengthiness. hope this somehow helps
