There's also the drums .... for shere neighborhood annoying power, not much beats a drum kit. I believe I'm going to be able to sound insulate the shed enough with just materials from Home Depot. I can keep the cost down by asking my friends, who are carpenters where I'm not, to help me with finishing the inside, the electricity, etc. I'm probably not going be worry much about recording in there, since my cousin has a converted barn recording studio that I can use.
Mostly, this is about being able to practice trumpet and drums, by myself, at all sorts of odd hours. More likely than not, the jazz ensemble will find another place, probably somebody's living room.