For door jambs with the metal spring strips, simply rub wax or bar soap on the metal. This will let the door slide easily during operation.
For the rubber gasket type, I recommend polishing the rubber with floor wax, WD 40 or an ArmorAll type product as used on car tires. This keeps ice from sticking to the rubber. Stay away from petroleum based products; these can break down rubber seals over time.
Keep in mind that some steel door seals are designed to stick. In the seal is a magnetic strip similar to a refrigerator that will adhere to a steel door. But as a rule, door jamb seals are not very prone to sticking. Sometimes this happens if paint on the door has not completely cured. In this situation, I would recommend removing the soft paint and repaint the surface with a higher quality paint that is allowed to cure properly.