We have the same problem in a new house in Arizona. On the doors, you can glue rigid foam on the inside, cut to fit and use a spray adhesive. There ia also a foil covered insulation that comes in rolls that would work but doesn't have the r value of the rigid. Attic, blow insulation but outer walls would be harder. Ours has only one outer wall to worry about and under the stucco there is 1 inch rigid foam insulation so that will help some.