A door that doesn't do its one and only job, which is to close snug and tight, is a problem. It not only gives you pause as you come and go, it lets the cold air in during winter and the cool air out during the heated days of summer. If you are marginally handy, you can fix a frustrating door and make it square like a professional.
Video of the Day
If you can see light coming through one side of a door more than any other side, you have a plumb problem. If it is simply a door that won't close properly, take a look at the hinges before taking the door and its frame. You should be able to open the door a few inches and not move it up or down. If you can, the hinges may be the problem. Tighten the hinges. If the screws are loose in the casing, replace them with larger ones to create a tighter fit.
If that doesn't work, shim the hinge side. If the hinges are fine, you may need to take the door off and re-square it from scratch. Remove the trim and cut the nails holding the frame to the studs. Reset the door so that it is level and plumb. Shim it and nail it and hang the trim. Check that the stud walls on either side are plumb before you get into bigger issues.
If you have a large gap at the bottom of your door, that may be helping the door to stay plumb. Be careful not to overdo it and seal the door so that it can't settle with the rest of the house. As long as the gap is even on an interior door it shouldn't be why a door isn't closing properly.
If you are seeing light through exterior doors, you may need to simply replace the worn weather stripping. Pull the old stripping off and clean the door casing with rubbing alcohol to make a smooth, dust-free surface for the new stripping to adhere to easily. Cut a new length of stripping to fit into the groove and either nail it or stick it into place. V-seal weatheringstrip or tension seal is easy to install and gives a good seal for exterior doors as well as interior doors when needed. Silicone, tubular rubber or vinyl weather stripping does an excellent job of keeping air in or out and is best at the base and bottom of a door that gapes.