The stuff they sell at HD is pretty limited. I just got some Therma Tru doors and was surprised at the weatherstripping they come with. A pretty tight fit, so I ended up having my builder order another few sets for the studio doors.
If your door trim has a weatherstriping slot around the perimter ( see photo- the slot is about a saw blade wide and 1/2" deep) perhaps you can use them. I used a multiple sweep on the bottom of the door. It has 4 sweeps in one for a good seal.
Here's the weatherstripping profile. the fins on the right grip to hold it in the slot.
DAN