Depending on the material and effort I'd say the effectiveness ranges from none to slight, if you're talking about putting sound absorbing material on the inside of the cabin skins. There are aftermarket windows which are thicker than the originals and do attenuate noise some, but generally even the best combination of these products will produce a barely noticeable improvement.
BTW, if you want to learn more about Bonanzas (and Debs) you should check out
www.Beechtalk.com a forum similar to this one that focuses on Beechcraft with Bonanzas and Barons being the most common subject aircraft. There's a wealth of knowledge and experience there, I'll be you'd find half a dozen or more Bonanza owners who've installed "additional soundproofing" and would respond with their experiences.