My Front entry is always cold, what is the best approach to fixing this?

Weather stripping is the most likely biggest draft stop component on a door system. If you have a poor seal you will have drafts. You can check the tightness of the door seals by placing a piece of paper between the door and the weather stripping. If the bill is snug but easily removed with a little pressure it should be fine. I always recommend steel insulated doors as they are better doors all the way around. The door jamb needs to be sealed tight as well. If the drafts are coming around the door jamb I suggest removing the trim and spray foaming around the area. Finally make sure the door sweep is in place and in good condition.