Doormen: only if they go out of their way to help (beyond opening a door - i.e., cab, helping with bags, or something else of merit)
Housekeeping: I always leave a couple bucks/day, in a lump sum, after checking out; will give to the staff member if I see them.
Concierge: Like doormen, only if they go above and beyond with a request.
Valets/Bellmen: Yep, I tip when they deliver something to the room.
Had a convo in Europe recently with a hotel employee who stated flat out that they see Americans as "poor tippers" - Tipping is by no means a requirement, nor is it an expectation. But I feel good about it, so I do it when merited, and it usually seems much appreciated, which makes me happy, too.