I have lining on the walls of my room. It's mainly to keep it warm though because my bedroom's an extension over where the garage used to be, so it used to be cold in winter. I can never concentrate with noise. I can always hear the tv on downstairs or someone listening to music in their car outside. It's ridiculous. It gets to the point now where the sound of the radiator sounds like people talking on tv lol
I have headphones that block out sound around you. You can use them for listening to usic or watching tv or whatever. I've used them just for reading a book before though