Heat is more of a problem than cold. I lost a chicken to the hot weather last summer when we had a week of 100+ days. Pretty sad, but I learned from that experience.
Chickens do really well, especially the standard/heavy breeds, at keeping themselves warm in winter. Make sure you have a nice wide roost for them to perch on. 2-3" is ideal because they can set upon the boards and completely cover their legs and feet with their feathers. Do not use dowels - they aren't meant to have to "clamp" their toes on them and balance.
I have a good 3-4 inch layer of wood shavings in the floor of their coop. It makes for a soft landing when they jump down from their roosts and provides a nice layer of insulation too. I say wood shavings - not straw. Straw can harbor mites - then you've got a whole different problem!
Make sure they have good ventilation - even in winter time. The ammonia smell from their poop is unhealthy. It will rise up within the coop and can seep out if your ventilation is up nice and high. Drafts are a problem. Make sure and and all windows, doors and other "openings" can seal up snug. My coop windows are propped open all summer and closed snug in winter to keep out drafts and cold air. We get into the high teens here, with snow too.
I was a paranoid "chicken mama" and thought I needed a heat lamp for the girls their first winter. Turns out it was more for my peace of mind. There are horror stories on here (BYC) of coop fires. When I broke down and removed the light and saw the girls setting on their roosts, feet and toes all tucked in under those feathers, I knew they'd be ok. Shoot - we buy down comforters to keep warm. Chickens come with their own!
Edited by kichohana - 8/7/12 at 8:00pm