Handyguy Brian installs a dog door on his exterior door on the back of his house. This is a fairly easy install but it always makes you nervous cutting into an external door.
Brian installed a Hale pet door. They are in limited supply at Amazon but there are many other options.
You can get pet doors for screens, for sliding glass doors and for regular doors. This is a great accessory if you already have an underground dogfence installed.
Do you want to do a pet door on an interior door? We did an interior pet door video.