They may be horrible little shits, but they probably don't realise how much distress they are causing you, so try not to feel the level of distress that you are.
I suppose the problem now, is that having already been to their door, any knocks on their door by Police or Council are likely to be...
If you are definitely not going to use any potentially illegal forms of recourse, do inform the Police, and contact the council, try and get your neighbours to do the same if they are also suffering.
To take your mind off things, maybe have a read of the "Jamie" thread, a tale of Karma, not...