People often tell me that they're making their dog wait to go through the door after they've walked through. Their intention is to establish themselves as leader with their dog. Personally, I believe you can do just fine as the leader of your group even if you let your dog out the door ahead of you. Both of my dogs frequently go out the door ahead of me and neither one has any issues with leadership. The key is to control your dogs at the door. My dogs have a wait at the door and a DOOR cue that tells them when to go through the door. That way, if I want them to let me go first, I can have them wait and if I want them to go through the door ahead of me, I can say DOOR and they understand to move through the doorway.
The DOOR cue is very easy to teach - start saying DOOR just before your dog moves through the door. After several days, your dog will begin to pair that cue with the action of moving through the door.
Your next step is to teach the Wait at the doors. This one is really just as easy to teach, if you practice it. Ask your dog for a Sit and, after they've sat, begin to open the door. If their bottom comes off of the floor at all, close the door and wait for them to sit again (it may take several minutes for them to sit again - just wait). When they've sat again, open the door again. If they let you open the door without getting up from their sit, tell them DOOR and let them go through the door. If they get up from their sit before you give the DOOR cue, close the door and wait for the Sit again. Repeat the opening and shutting of the door over and over until they realize they have to keep their bottom on the floor to make the door open!
For an excellent demonstration of how to teach this and several other useful "politeness and manners" behaviors to your dog, check out Dr. Patricia McConnell's video, Feeling Outnumbered.
Cara, Buddy's Chance, LLC Austin Dog Training, Behavior, and Dog Daycare