Soundproofing my bedroom door
Short of replacing it with a sealed, sound-proof door, I suppose you could throw some foam on it e.g. http://www.amazon.com/gp/product/B0002F78UI/ref=cm_cd_asin_ and make sure gaps around the door are sealed; there are kits e.g. http://www.acousticalsolutions.com/door-seal-kits or something simpler to install like http://www.audimutesoundproofing.com/door-seal-kit.aspx. If you don't seal the gaps anything you do to the door will have minimal effect.

You may also be able to get some relief by just hanging some thick fabric over the door. Make sure it covers the entire door frame plus some, and all the way down the floor. It could act is a baffle of sorts, although I would not expect too much. 

If sound is coming through the walls or vents, don't be surprised if you can still hear most of it.