If you are really concerned about the security, there is no harm using the wrought iron entry doors. Sure it would affect your insulation process a bit. But insulation of your entire home can be taken into account differently. Don't mix those things into one.
Has anyone used wrought iron entry doors (the ones entirely made of metal), similar to this
http://www.homedepot.com/p/Trento-Iron-Doors-Trento-126BP-3-4-Lite-Painted-Metal-Dark-Bronze-Wrought-Iron-Entry-Door-TR-126BP/203678950?MERCH=RV-_-RV_gm_pip_rr-2-_-NA-_-203678950-_-N
Any concerns with insulation? weather? temperature? I know they are durable and beautiful, I am just worried about how good they would insulate.
Thanks