An easy way to insulate a sliding glass door for the winter is to cover it with an insulating panel. You can cut the panel out of rigid styrofoam insulation, enclose it in a wooden frame and paint it to match the walls. This isn't much of a solution, however, if you use the door frequently or need to see through it to keep track of little ones. If your door has double-pane glass, you can minimize air flow and provide more comfort by redoing the weatherstripping. Hanging a vertical blind also helps to insulate during especially cold, rainy or windy weather.
Pull out the sliding door. This is usually accomplished by moving it an inch away from the closed position, lifting it and angling the bottom toward you when it clears the track.
Clean the top and bottom tracks thoroughly with a vacuum cleaner and rag. Use an old toothbrush to loosen hard-to-reach dirt so you can get it out with the vacuum. Cleaning the tracks improves the seals at the top and bottom of the door, and if you lubricate the tracks with spray lubricant, they will slide more easily.
Tighten the corner screws on the frames of both the sliding and fixed halves of the door, using a screwdriver that works with the types of screws used.
Pull the old weatherstripping off the door frame -- including the insides of the tracks -- and from the tailing edge of the sliding door. Scrape off any glue or residue with a putty knife or scrub it off with a rag moistened with acetone. If the doors or frame are wood, some of the weatherstripping may be attached with brads. If so, pry the strips off with a flat-head screwdriver.
Replace the weatherstripping with new material, cutting the material to fit with a utility knife. Use closed-celled foam weatherstripping, which is denser and insulates better than the open-cell variety. Press it into place -- if it's the self-adhesive type -- or attach it by tapping brads with a tap hammer.
Set the sliding door into the frame, close it and inspect the weatherstripping. The material on the vertical jambs should be thick enough to compress when you close the door. The strips inside the track should be thick enough to seal the gap, but they shouldn't compress, or they will interfere with the operation of the door.
Install a vertical blind. The blind should be long enough to span the entire frame with a 2-inch overlap on either side. Keep the blind closed when the weather is cold. Even if it's only halfway closed, it will prevent the cold glass from siphoning warm air from the room.