Many people will put a cushion or towel in front of a drafty door to keep the cold air out. But this has to be pushed back in place whenever someone goes through the door. On the other hand, a bike tube can be used to great effect to permanently solve this problem.
If your door is made out of wood, then you can use small screws to put a strip of bike tube around the perimeter and stop heat from leaking out. If you don't want to put holes in your door, you can use double-sided tape as Hugh Scott shows in this instructables page.
On the other hand, if your door is made of metal, then you can use magnets to hold your tubey weatherstripping in place. For higher effectiveness, cut the tube a little longer then the door, seal one end with staples and fill it with enough sand to fill about 1/3 of the tube. The sand will hold the tube against the floor. Seal the other end and then stick the tube in place with your magnets.