If it's a pet peeve of yours to hold open a door for a stranger and then the stranger (or strangers) don't thank you, then the answer is simple: don't hold the door for anyone. Just because you want to do something as a courtesy doesn't mean that person is obligated to thank you. And if you really, really stopped and thought about it, you'd remember that you DO get thanked
much more often than you don't get thanked.
Be courteous because it makes YOU feel good, not because you'll get thanked for being courteous. Teach your children to be courteous because it'll make THEM feel better to be courteous. Stop relying on other people's courtesy as some kind of payoff and you'll be surprised at how often that payoff comes to you anyway.
As for the door thing, if I'm in a hurry then those around me will see that I'm walking briskly. I'll hold the door for a second as I'm still walking and, if I have to pause, the pause will be obvious. They'll see that I let go of the door when they get to it and they catch it on it's way shut.
If I'm not in a huge rush, I'll stop and let as many people go through until someone else grabs the door. Someone ALWAYS does in my experience. It's that courteous/expectation/payoff thing that always seems to happen to me.