To insulate or not to insulate - that is the question.

If you already know that you might be using a heat source during the coldest months, it seems silly to me NOT to insulate, as the heat is going to go right out the ceiling/walls.  I'd use heavier (R 19 maybe?) in the ceiling and maybe R13 in the walls????  Insulating also pays off if you have windows, as it helps retain the natural heat from the sun that shines in them.  Anyhow...that's my 2 cents

Most people don't insulate, in fact adding ventilation to the shed is important for controlling condensation.  

You may want to pose this question on the Canada thread though to find out how others as far north as you set up the coop for winter:

http://www.backyardchickens.com/t/144/canadians-check-in-here

How cold does it get there? Here in central Alberta we get into the -30's and -40's in the winter.We insulated our coop and I'm glad we did. I know of others who did not and they always lose a few chickens every winter.

What type of insulation did you use?  

Ill try to stay as far away from the science as possible. LOL Ill also preface by saying that in normal circumstances (lower 48) you don't need to insulate.

In your situation I would strongly advise on insulation though. Part of the reason being that you will def. need a small heat source when it stays below freezing for that long of a period of time. If you do add a heat source (no matter how small) you will create a great deal of condensation inside if you are not insulated. We usually say that it is not the cold that is the enemy, but the moisture combined with the cold. You unfortunately have both problems and will amplify one problem when you try to solve the other. You therefore are going to be forced to deal with both at the same time. My advice would be to heavily insulate and very strategically  place ventilation as high as possible so the warmer air in the coop carries out the moisture without sacrificing too much heat. Basically get your heat source low and below the roost and keep your vents as high and away from the roost as possible.

This way the only air movement you have moving past the hens is warm, but yet it should still carry the moisture up and away. As long as you stay with electric heat (convection and infrared) it is a dry heat. Versus gas heat which is moist (besides the safety concerns in a coop)

IMPO

insulate , you will be glad you did. we live where its cold and below zero also and therm poor girls look cold when its below 25 above lol !. we put in 3 inchs of insulation between the walls and a large vent at the top of our coop, never had a problem with ventilation ,wetness, or condensation. we would have regretted not insulating it. its cold out there, why not make your girls happy in the long run it will pay off. :)

I insulated my coop here in Maine.  I'm glad I did.  Mine is only 4X4 but it is warmer in the winter and cooler in the summer thanks to the insulation.  I don't provide heat either.  They are the best little heaters I've ever felt!  Plus, I'm afraid of the fire danger.  They don't care.  They stay outside all day when it's below freezing.... THEY choose to. Crazy girls.