MarkT, I put a 12x12 overhead door in my 24x28 shop building when I built it in 2009. The whole building is insulated and heated/cooled with a small heat pump. Normally I leave the wall (door) down. While there is a bit of air infiltration at the edges of the overhead door, they did a good job installing it, with rubber seals along the sides, so there's never what I would call a significant draft.
I can't recall the brand of door at the moment, but it's a pretty standard, good-quality door. I would say quality of framing and quality of door installation counts for at least as much as the inherent properties of the door itself w.r.t. air leakage. Do buy a door with insulated panels with good inter-panel sealing where the panels hinge. I'd recommend avoiding windows in the door panels.