We rented a 2-person "private office" at a local coworking space in Seattle. Unfortunately we only lasted about a month before giving up and returning to our home office. The problem was, even though they called them "private offices", each office was only separated by a thin layer of glass which did not block any sound, and consequently you ended up hearing every conversation in every office adjacent to yours. This made it impossible to get any work done, especially since some of our neighbors happened to be on the phone all day as part of their work.

Ours are proper walls with two sheets of gyprock (which I think you call drywall). People also take as many phone calls as possible away from their desks in the meeting room or kitchen. I find that it works well for me.

For every minute I might lose being distracted by someone chatting, I gain back another time by feeling pushed to work. If I'm at home, it's too easy to get up looking for snacks to procrastinate.