If "denser is better", why not just stack up some concrete building blocks?
WITH ACOUSTICS..
and recording.
there are two parallel issues.
1. acoustic isolation (noise proofing)
2. acoustic treatment (preventing unwanted reflections, standing waves, etc)
for isolation, nothing is better than mass.
insulated wood stud is better than insulated metal stud wall.
concrete block (unfilled) is better than insulated wood stud wall.
filled concrete is better than unfilled.
solid concrete is better than block.
add brick on the outside, with an air gap...
and then you've got your room in a room scenario......
etc, etc.
for treatment, it has to be looked at on a case-by-case basis.
maybe for one room, midrange treatment is in order..
in another room, it's the low end.
different treatments, for different problems.
there is no 'one-size-fits-all' for this issue.