Using the wall color is a nice effect since the frame and trim is a different color. This will produce some continuity to the wall and door. You can also choose a complimenting accent color that would allow the door to stand out more but still go with the room's decor.
Both effects look good. It is a matter of having a subtle difference between the wall and door or a dramatic effect that immediately draws your eyes to the door. The nice part is the door can be repainted if you don't like the color.