I'm lucky, there was an unfinished basement here, where I rent at my parent's house, and over the years, they took some space here and there for an office, or a closet, or a book shef, or a workshop, and this one tiny space was available and we put in studs covered with 2 sheets of drywall for some sound insulation, and there's actually one unfinished spot left and it's filled w/ junk and shelves, just outside the door here. we even ran a separate circuit into the box. It's like 8x10 feet or so and 6'2" high. Basically a box. I've had to put a filing cabinet out the door here and it's still cramped to the max. I pretty much stay in here most of the time, but I get recording done and my computers are in here, it can get heated up w/ all the transformers and stuff, so i end up w/ the door open anyway....
I do get scared all the time when sneaked up upon, then I yell if I'm recording, and if the phone rings, etc. or if my girlfriend comes in, well, that's ok....