Solid metal doors do have heat conductivity problems but most residential doors are metal-clad wood which mitigates that. Go for the fiberglass doors, they're about as good as it gets in terms of strength, longevity, and insulation when you consider the whole package. Focusing on only one aspect of anything is likely to give you grief in other areas which also need to be considered. I love a good solid wood door (I'm a traditionalist there) but nowadays there are better things so go with them.