Heat your key blade up with a lighter. Once its in the lock leave it for a minute or so before trying to unlock and it should be a-ok.
I wouldn't do that as metal will become brittle eventually. Harder, but more brittle.
There are special key attachments that only cost a few quid that are run by batteries. It's a thin heating element, like a tooth pick, that slides into the lock and heats up, melting any ice.
Best thing to prevent the door and locks sticking though is keeping the rubber seals clean and oiled and spray inside the lock with some WD40.
