For ceilings and stud walls, adding extra layers of plasterboard will help a bit.
e-sax is what I was thinking about for making things quieter. They're not cheap.
I live in a flat with people above and below me. What I have done is to practice in my shower cubicle (not whilst showering!). The cubicle is raised from the ground anyway and has re-inforced glass - just like any other cubicle. I then bought some chip board and cut it to size to place on top of the cubicle - thus making it completly enclosed. I stand in the cubicle and play from the music on the stand which is placed outside the cubicle. I have added a portable fan as it can get very stuffy otherwise. With all the doors and windows shut my wife says that she can hardly hear a thing in the next but one room or outside. My neighbour has also heard nothing. Has worked wonders for me but then I am lucky that my flat was designed this way.
I also bought a Lebayle sax mute for a £30 a few months back. Although not perfect it does an OK job.
Just watched a documentary of the Vienna Philharmonic on tour in Japan. There was a shot of a horn player practicing - on his bed with with his horn under his duvet..... Just as well it wasn't a trombone, would have looked very strange. ))