Hot rolled is more malleable, but also is more susceptible to inconsistency in cooling and thickness (affecting stresses). To that Cold rolled adds work hardening and strengthening to the steel. It also improves surface finish and dimensional thickness tolerances. For a door skin, cold rolled is going to be better at maintaining that nice straight shape. Need to add curves or shape, use AKDQ cold rolled, or Aluminum Killed, Drawing Quality. Hot rolled is cheaper for sure, but for automotive work that you plan on finishing and painting, cold rolled is the better choice. If you've ever had to prep hot rolled with mill scale for painting, any cost savings you realize is more than eaten up in prep work. If you are doing sheet metal on an automobile, use cold rolled.
For NON-automotive, buy whatever meets your project finish expectations. If this were for shop equipment or farm implements with rolled on/brushed on paint finish, who cares. If you expect a less flawed finish with better paint adhesion properties, spend the extra for cold rolled.