The plane isn't pressurized, and often, the cabin has no door at all -- you are free to step right out of the aircraft. The maximum altitude is kept below 12-15k ft -- above that, a jump would require special breathing equipment for the dive.

Some planes do have closing doors -- for instance, rear-loading cargo planes. Those are the most fun to jump out of, since you can take a running James Bond-style leap out the back of the airplane.