I just did this to my garage doors. i used the pink foam insulation, the 1.5 inch thick stuff. I used construction adhesive and a tight fit to put them on. Yes it will make the door heavier, so what I'm going to do is first skin the door with frp and silicone around it to seal any air gaps when I attach the panels. Next, put the door up, disconnect the springs (carefully supporting the door as well!!) lower it on a scale, record the weight, buy heavier replacement springs to re-balance the door, and re-attach, done. The reason I'm going thru the trouble to cover the pink foam is, first off it looks silly, then the frp will be durable and strong and have a finished look.
I also found and stopped air leaks first by shutting the doors during the daytime with all the lights off and looked for light penetrating, then I used an infrared thermometer to find cold spots that were harder to track down, I've found this usefull inside the house as well (around outlets and switches are common offenders)
Grant