The first thing I would do is go to each neighbour and explain that you play music, and that if your music is too loud, they should tell you, else you have no real way of knowing (this is what I did).
I have decibel meters on my iPad and my phone, so that I can keep an eye on the volume. You should be fine with anything up to about 65db, which I would say is like a loud conversation. As BigRedX said, even with headphones, there is still going to be some acoustic noise.
I used to have a Zoom B1on that I would stick in a guitar case to take away on holiday breaks. They can be bought cheap, have loads of features and good quality effects. It can also be powered via wall-wart or batteries.