I replaced some worn out spring metal weatherstripping around a door a while back. The new weatherstripping came rolled up, which resulted in it being wavy after it was straightened out and installed. The pictures I've attached illustrate the problem and how light comes through the gaps created by the waviness.
The weather stripping I replaced didn't have this problem. Can it be bought in long pieces that aren't rolled up, or is there a trick to installing the rolled up stuff?
You can also use a compression weathstripping that will seal the door better.
If you have a little patience, you can simple bend the problem areas so it seals the door. That's the good thing about metal, its malleable.