I have a fully insulated coop (walls, ceiling) it's an 8' w x 16' L and I use about 6" of litter (pine shavings) in there.
In extreme cold, I use flattened cardboard boxes over all of the pop doors to lock them in. I also have a 250watt (red) light that is plugged into a thermocube and a 100watt clamp lamp above my Houdan pen (roost) that's on all of the time (in the winter months).
At one point last year, I had the coop all closed up and two 250w red heat lamps blaring for about 2 weeks...that kept it at 16-20 degrees inside when it was below zero outside.
My bantams are in "bins" above the rest of the coops for the winter months and it's warmer near the ceiling for them.
My other coop (still in progress) is a 4' x 6' and I'll insulate if I have the money/time but more than likely, it will not be insulated or heated. The way my larger coop is set up--if I have to, I can have chickens in the main feed room portion and store my feed in the garbage cans outside and in the tack shed--so if the weather really gets nasty, that's a last resort. My ducks/geese are in 16' x 16' pens with 4'x4' run in sheds. They have deep straw and a covered (top & 3.5 sides) shelter but that's it. I give them water in the mornings and at night.