We have a gig coming up and I was wondering where you guys usually did your practicing. We really don't have a house or a garage we could use. We were thinking about using a storage shed, but we've ran into instances where we were a little too loud and told to shut it down.

Any suggestions?

when i was in high school a few years ago we had a funk band and we played on the singers backyard, neighbours didn't mind too much because it was kinda like free entertainment lol, plus sound travels much further and dampens much faster when your outdoors.
We used to practice at our lead singers house, but he no longer lives in that house. He moved to an apartment.
try renting out a practise space or a jam room, most of these rooms have soundproofing, drumkits, amps (bass and guitar) and a P.A. so all you have to bring is yourself your instruments and the drummer might have to bring his own cymbals and throne depending on the place. check out craiglist.com and click on your area, sometimes these jam rooms post on those sites.
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There are usually a few places offering "fully furnished" practice rooms as Wiland said above in each town. In Leicester there's like 4 or 5. An average room with a couple of tube amps and an okay drum kit would be around £10p/h. Practice in "off peak" time such as during the day in the week is a lot cheaper. Weekends and evenings are more expensive.

My band used to rehearse in my drummers bedroom which was rather lacking on space. We now rehearse in a double car garage. Much more room, we can fit in a PA twice as big so we can get nearer stage levels too. It does however fall below zero in there during the colder spells so we often turn up to practice looking like we're about to go to the north pole or summit. Heaters are a must!

Finding your own space to rehearse is so much cheaper, if we had to pay £10 p/h. We practice around 6hours a week. That £240 a month! Nearly £3000 per year.

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If you were a little too loud, could you try turning down? Only problem would be drums, I suppose you could ask your drummer to play quietly, although good luck with that! It usually seems to me that practice rooms are too expensive, tho if you only need it for the weeks before this gig you could do that.