For a few hundred $ you can have an energy audit done on your house. You can also take it a step further and have an Infrared thermal imaging of the inside of the home during a cool morning , this will show where the cold air is comming into the house, and what needs attention. You can also find any areas in the walls which are missing insulation....yes it does happen.
The savings in one or 2 years will pay for the cost of the tests...and the most important is the comfortable feeling you get on cold nights.
The door may not be what you need, become educated on what you do need on a house by house basis.They are all different.