Remove knobs and other hardware from the door. Tape off glass and hinges to protect them from paint and stain.
Use a paintbrush to apply a thick coat of paint stripper to the exterior door. Allow the stripper to penetrate per manufacturer's instructions, usually 20 to 30 minutes. Use steel wool to begin wiping off the existing finish.
Sand the door with medium grit sandpaper to remove remaining finish coat. If you are planning to stain a previously painted exterior door, you will want the door to be completely free of the old paint.
Wipe remaining paint stripper and sanding dust from the exterior door with damp rags.
Paint or stain the exterior door in your choice of finish. If using paint, you should prime the surface first with a primer tinted to match your paint. Apply stain using brushes or rags, wiping off excess. Continue adding coats of stain until you reach the desired depth of color. Allow paint or stain to dry completely.
Apply polyurethane to the door with a brush for added durability of the finished product. Polyurethane comes in glossy or matte finishes. Both finish types provide similar protection.