From a cost standpoint, a standard painted insulated steel door is the best option. Select a door made of an inner and outer steel skin with foam insulation in between them. Insulation values are as high as R-19. Blown-in urethane foam provides the highest insulation level, but glued-in rigid polystyrene foam panels also are effective.
Source : http://rapidcityjournal.com/lifestyles/columnists/james-dulley/ask-james-dulley-ideas-for-insulating-garage-doors/article_035d944f-4070-53c3-b3c4-8c5c7ccd1328.html