I'm going to leave a note on our neighbors' door
Oh really? What are you going to leave a note about?
I'm going to ask them to mind their own business.
Wanting to have your privacy is understandable and if you're neighbors aren't respecting that then leaving a note is completely justified. This is a complicated situation though so try to approach things in a way that avoids conflict if you can.
If they keep it up I am calling the cops.
I can understand your frustration, but I think that calling the cops is a bit extreme. Try to talk to your neighbors first and see if you can settle this civilly, but if that doesn't work and they continue to invade your privacy then you should alert the authorities.