Adhesive backed cork squares - available at office supply stores might be an easy, more attractive option.

This doesn't soundproof as much as it reduces echos inside a room, giving the sense that things are quieter without actually preventing noises from entering or exiting the room very much. If you want to sound proof you need denser material. A new threshold and weather stripping on the door is inexpensive and would make a big difference. If you don't want to remove the door then screwing the thickest piece of sheet rock to both sides of the door would help as well.