I have both sectional and roll-up insulated doors in my shop. And I'm in Florida, so it is for the *heat* not the cold. That said, the sectionals work great and would definitely spec them again in the future. The roll-up is mostly just insulating foil glued to the inside and it does little. But, it made me feel good to pay the little bit extra for it.
The sectionals obviously do not seal perfectly (a sectional door won't be air tight), but make a huge difference in heat transfer (my problem) to the inside side of the door. My old ones used to be too hot to touch on the inside on a hot day. A radiant heat source the size of a two-car garage door removed from the garage? It's got to make a difference. And substantially cuts down on the noise as well.
Now if I could only do something about the hot cars pulling into the garage!
I did everything I could for the roll-up door in regards to trim to help, but I don't think I'm doing much there.
I'm not physically there right now, so don't remember the brands off of the top of my head. Regular stuff, though, nothing exotic. They just have a foam sandwich and inner hard layer. Doesn't seem to add too much to the weight for the size, but a weight gain is there.