Since you've already spoken to them and nothing has changed, the RA is the next step. This is good for you because it "looks mature" and shows you aren't some idiot/jerk who would go into someone else's room when they're away (for who knows what sort of activity). By looking like the adult in the situation, you automatically get the upper hand, and the RA finds it easier to talk to the neighbor about that stupid alarm clock (or whatever it is making the racket). You might also let your counselor know that you're having problems in the dorm and tell 'em that you've taken it to the RA in hopes of getting it resolved.
Finally, is there a "formal complaint" process in your campus housing office? If you've a) spoken to the neighbor and b) asked the RA to help and neither of those have worked, a formal complaint is the next step. You MUST go through the RA first! Don't skip steps or you look like a whiner instead of an adult.
People have been ejected from dorms (not that way, darn it!) for being unneighborly in less annoying ways, so using the system CAN work.