Normally called 'burglar' doors, these have so many benefits beyond security! First, let's talk cost. If you buy the installation tool, you or someone you know can install these. That brings the cost down to the cost of the door and lock. Some can be special-ordered with the lock. Costs start just under $200 per door. If you want a fancy pattern or color, the price goes up.
We first installed these because our dog had a habit of crashing through screen doors. After a while, we decided on a more dog-proof door. Problem solved with the metal mesh security door. It gave me a dog-resistant way to ventilate without a houseful of bugs and critters.
Yes,they strain out lots of bugs for late night and early morning ventilation. If you live in drier climates, a wet sheet can turn them into evaporative coolers when the power goes out.
Oh, and they are a bit more resistant to a pocket knife if someone wants to get to your door locks and handles.
So, if you are looking to replace a screen door, or don't have one, consider a metal mesh security door or 2 in the mix.