It is you're home, do whatever you like, it makes no difference to anybody else. Usually it would be red door and all the rest the trim color.

I see about half and half. Some paint the door and the sidelites the same and others do just the door and leave the sidelites the trim color. I would paint the sidelites the same color as the door if it was me.

Door and sidelights red (recommend an old Sherwin Williams color from the Martha Stewart Signature Collection called Red Miso #8383)

Trim should be same color as house trim. There is a factor of color hierarchy that you can defer to if you wish - color hierarchy is not about rules, it's about logic, wayfinding and guidelines.

Organizing sidelights and door together in same color makes sense. Painting the door trim the same as the house trim provides continuity = consistency which facilitates wayfinding. Using color hierarchies to organize an exterior built environ will result in logical wayfinding and it all adds up to what is often referred to as curb appeal.

Curb appeal includes, from the curb the structure looks good, makes sense, and subconsciously you immediately and intuitively know how to navigate the building. i.e. you sense the main, front entrance and know what to do and where to go to enter the building without having to think about it. Strategic color hierarchies help you instinctively find your way. Wayfinding.

.... and people think trim is just trim. ;)

Has anyone spoken to you about reds and how they can be? The color chips you have on the door will need more than 2 coats to give you that color, especially the candy-apple on, I think on the bottom. Ask the store where your buying it about this and if you get a shady answer find another place to buy your paint.
There are tintable and tinted primers you can use.
Also, a poor choice in quality can mean a pink door when it weathers. Look for ready mixed colors [BM has them in their alkyd-fortified exterior line.

Thanks so much to all for your help! Yes, I am very nervous about the red paint issue. I have a son that wanted a red bedroom, so I know first-hand how challenging that color can be! That's probably why I'm dragging my heels on this a bit. I do live right by a BM store that is always helpful, and they really seem to know their stuff (hopefully). If the red turns out hideous, by back-up plan is to just paint it black. I do think the red would be a nice pop of color to brighten things up a bit though. I'm thinking I may start with just the door, and then I can always paint the sides if I think it looks like it needs it.

funcolors,
Good to see you here, your advice is right on, has to make sense from the street (curb appeal) and it needs to look finished, not like you are 1/2 way through project.

I enjoyed reading your rational thoughts on how you arrived at your answers.