If you can hear the adult daughter and her boyfriend making "scrabble" noises, I would have no problem banging on the wall and by doing so, they know they can be heard. Or have your stepson say loud enough that they can hear, "Mom, or whatever he calls you, what is that crazy noise next door?".
As far as hearing noise in the middle of the night re: card games or whtever, not much you can really do. This has been discussed before and if you share a place with thin walls, this is life. You must figure out ways of soundproofing.
As for the dogs, I would be talking to mom and dad.
In most shared living situations, like this one, I think it is perfectly acceptable to ask the neighbors to reduce/lower/eliminate noise during certain hours, like at night when everyone else is sleeping. The neighbors can stop the activity, move it to another room, or take steps to cut down on the noise. This is for non-essential activity. If they are walking to the bathroom and flushing the toilet at 3 am, or taking a shower at 5 am because they have to leave for work at 5:30, there's probably not much you can do. But if they are watching DVDs, playing games, that sort of thing, then you can ask them to quiet things down.
Then, when they don't, you take steps to reduce the impact of their noise on your life--earplugs, white noise machines, soundproofing.
Then, if that isn't enough, you go back to the neighbors, explain what you've done and ask them for a little cooperation. If you are renting, you can also take the issue to the landlord.
Then you just hope that they don't retaliate by making even more noise.
But if you can complain about a loud party with next door neighbors if you are living in a neighborhood of single family homes, you can certainly complain about loud parties with neighbors who share a wall.