Besides closing it very slowly, any good tricks / gadgets that will slow down the door so it doesn't close with a thud?
3 Answers
There are a few things you can do:
Check the hinges and use a level to see that the door is square. A heavy door hung incorrectly can slam heavily. Check this guide at national contractors for how to level a door. Some tips from it: check that the hinges are tight, not too heavily greased, and the same distance from the frame.
Install a closer arm (can be expensive)

(source: keylessaccesslocks.com)
- If the door isn't closing too hard, but makes a fair amount of noise, try putting some small felt pads on the inside of the jamb to soften the closure.

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You could also install from 2-> several dampers like these ones depending how heavy the door is or how well you want to dampen it - for example you have a heavy draft that SLAMS the door shut several will be recomeneded to adsorb the doors speed. These work well if installed fairly well.

Either into the frame somehow- slighlty countersinking it so it hides nicely, or not- its up to you and your skills.

Or just using a provided housing the will mount flush onto the frame of your door in any position that is best for you.

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An other couple of possible hardware solutions to look into (exact size & weight of the door will determine if they are appropriate or not)...
Cheaper end of the market, Chain Spring Door Closer:

High end of the market, Concealed (Automatic) Door Closer:

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