There are kits you can buy to stuff into most traditional garage doors and get a decent amount of R value into the door (not as much as a wall, but not 0).
If you're wanting to block the door and insulate, you might just be able to rig up some 2x4 framing within the doorway, insulate and do something simple like concrete board outside (I'm not sure if there's any code that would prevent this, so check local codes before doing it). Done with screws, it could be dismantled if you change your mind.
I wouldn't brick the door off since removing the garage door in a permanent way like that might impact the resale value later on.