hey man...my 05 Mazda6s does the same. i usually have the music loud enough to where i can't hear the wind or road anymore.
haha..but seriously. i think it would work to "tighten" the door latches. cuz if the latches are tighter, than the doors are tighter, and if the doors are tighter, than there is much less outside noise coming through the door. i'm not sure how to do this...but my dad is an experienced mechanic and he says that it can be done. he will prolly do it to my car sometime.
hope this helped somewhat.