Doors. There several manufacturers of specialty doors which provide a great deal of isolation. Professional grade acoustic doors are very effective, but expensive.
A cheap workable method of achieving increased isolation in doors is to use a good quality pre-hung exterior door with magnetic weather seals. Fire rated steel doors are also a good start as they have good seals and are quite heavy though they cost a lot more. Using doors in pairs with a small hallway in between (the hallway is often called a sound lock) greatly increases effectiveness. If you build a sound lock try and orient the doors perpendicular to each other, and add some absorptive treatment to the vestibule. This very simple technique will provide a reasonable amount of isolation. You can even mount two doors which swing away from each other in a single opening if you have no room for a sound lock. Standard doors can be enhanced with acoustic grade seals either store bought or home made [surgical tubing and a hot glue gun?].
Note that the aluminum threshold on many exterior doors is hollow – if you use such doors it is recommend that you fill this void with something dense like drywall mud. You can set the doors upside down, fill the void, scrape away any excess and let em sit over night. When you set the doors, seat the threshold in a bed of caulk. Pre-manufactured exterior doors will be predrilled with two holes for hardware. If you use standard interior door hardware you should cover the extra hole and fill the void. You could alternatively cover both holes and add a flush mount pull handle and a push plate (the magnetic seals could serve as your "latch").
Increasing the isolation yield from an existing door, or from a pre-hung unit you are installing can be accomplished by adding mass (panel layers - particle board, etc.) to the hinged side, but you might want to block behind the hinge mortises and change to longer screws length to provide greater strength if you are going to add significantly to the door mass. If you build your own door, or add multiple panels to an existing door - the panels could be added in successively larger sizes and extend over the edge of the jamb. If this is done the frame around the door jamb can be modified to match the stair cased profile of the added panels (step both the panels and the door frame so they fit together like the door and door frame of a bank vault). Add weather seals to each step in the profile, and a floor sweep, and you will have an extremely effective isolation door for the money / labor expenditure.