Black or natural brown. Not dyed.

Red mulch only suits fast food restaurants.

To elaborate a bit, you want the front door to stand out as a feature, but you want the mulch to fade into the background. You want the plants, rock work and other hardscape to be the main features of your landscaping, rather than the mulch, so choose a mulch color that won't call attention to itself, so choosing a natural brown makes more sense.

The color of your door has nothing to do with the color of your mulch. Mulch is not intended to be a decorative feature.

Theres a special place is purgatory for the inventor of dyed red mulch.