Being one of those people who are usually cold, I learned to keep my office door closed to trap in the heat emitted by my immense monitor. It worked; my office was toasty. I observed carefully and found that about 50% of people kept their doors closed, probably for the noise. (I also play Pandora all day at work on external speakers, and worried about the sound getting out.)
I kept my door closed, even though it did feel a bit isolating. Then I got a few comments from people - calling it my cave, my sauna, etc., so I decided to open up. It's more distracting because you hear people in the hall and you see them walking by. People do drop in more often, but that's important when you're new at a workplace. An open door is a worthwhile distraction - yesterday Mike popped his head in to praise some work I did.