I'm not sure how conventional or acceptable this is, but I lined my one-piece steel garage door with encapsulated fiberglass insulation, then attached it to the door under a sheet of 6mm plastic. It gives me an R value of 13 (compared to 5 for the foam insulation that comes with most doors. It took 3 rolls of insulation to cover the whole door, but it keeps the California afternoon heat at bay, and even offers great sound insulation. I'm not sure what to do with a roll-up door, but this worked for me.