For soundproofing the walls I would suggest using Resilient Channels. Metal channels that attach between your wall studs/ceiling joists and the gypsum board (drywall).
Here is a link about them.
Here.
Also you can use two layers of gypsum board. As for the door, I believe you can buy soundproof doors, which I assume have some sort of sound dampening material. Chances are that your bathroom door is hollow. Also you can use this strip to attach to the bottom of your door.
Here. Not really attractive though.