Standard doors have relatively low R-values compared to the walls that surround them, however, because they are percentage-wise a small portion of the total wall area and insulating them can be expensive, they are rarely considered a high insulating priority. Storm doors add between R-1 and R-2 to the existing door's R-value, but are not economical unless the doorway is used frequently or is exposed to cold winds.
When purchasing a new door, look for insulated, metal, foam-core replacements. In addition to having attractive wood-grain finishes, metal doors provide better security, seal more tightly using magnetic weatherstripping and are more soundproof than regular wood doors. 

Sliding glass doors are another story. These notorious energy wasters have extremely low R-values, typically 1, plus, they cover a broad expanse of wall area. In some cases, it is possible to add storm doors or even double glaze them, but both options are quite expensive. Short of replacing them for double- or triple-glazed insulated glass doors, you can reduce energy loss by being sure they seal tightly and are well weather-stripped. Also, install heavy insulated drapes over them. Put sand or weights at the bottom so they seal tightly with the floor and cover the top with a cornice to block air flow.