Thanks for all the valuable suggestions, guys/gals,
I attached paper-coated 1/4" styrofoam panels to the back of the entire door with wood screws, and then glued on 4" thick acoustic foam wedges to the panels.
I also attached weather sealing to the door jams.
Contrary to what some of the websites say, it is quite effective. My housemates now have to pound on my door for me to get my attention. Knocking on the door no longer works. They have found that it takes less physical effort to contact me via ICQ / YIM

I bought a threshold and a double-seal door sweeper but haven't attached it yet (cutting the threshold to fit is something new to me). When I am done, the door would effectively be air-tight--which is probably a good thing since I enjoy the bulk of my listening late at night into the wee hours of the morning.
On the down side, I no longer can hear the door bell, the kitchen timer, the microwave beep, from my room (can't hear my housemate's alarm clocks in the morning either, but I'm not complaining

)
-Lost81