Do they own the house or do they rent it?
Start keeping a diary and log every single thing that happens each day. If they are being particularly noisy, see if you can tape it.
If they rent, you will have a good case to present to their landlord/council/housing association.
I'd contact the Citizens Advice Bureau for help.
You could also contact the freefone line to anonymously grass them up for working whilst claiming benefits.
The Police may be interested in them as well.
Good luck.