I have the same sort of issue in my house, but I have a large pipe organ from a church in mine :) Building nsulation will help in the ceiling and insulate as well. Carpeting on the floor also will help. The thing with pipe organs is just the opposite, churches that have padded pews and carpeting are advised to remove that and have all hard surfaces so MORE of the sound and harmonics are heard not absorbed.
You may find the the sound escapes mainly thru window and door areas and a garage door is about as effective as a sound reducer as air. There IS accoustic board that comes in 1" by 4' by 8' sheets for about $40 a sheet though.
I think something that can cover the windows, door like a padded shutter or panel inside would help. So would constructing a sort of a "booth" within the garage so it's a room within a room, need not be fancy of course.