How can I insulate my garage door?
I just finished our garage this past summer and here are a few things I did.

I insulated the garage door by cutting pieces of rigid insulation foam to fit into each piece of the garage door.  You can glue them on and then seal the edges with expanding foam or caulk. 



On the side of garage door I installed weather strips and also on the top/bottom of the door so that it is sealed when the door closes.

If you have any windows I would make sure to seal them (I boxed mine in with wood and then caulked).  Also depending how you finished the bottom of the garage walls, I would seal the bottom (my drywall buts up right to the cement floor, so I sealed the space with expanding foam and cut the excess away).