It can get just as cold here in MO as it can in MN probably not the long stretches of cold though.
If you have adult chickens just make sure that you have no drafts. They have plenty of unfrozen water to drink.
I have never used heat lamps they make me too nervous. I have a mixed flock of bantams and heavy breeds and the bantams especially when cooped inside seem to get up and into the darnest places. I would be afraid one of the bantams would fly up on the heat lamp and knock it down and burn the coop to the ground. Therefore, if you use them make sure they are really secured to the wall or ceiling.
There are really only four things I do.
1. shut the windows and tape the edges and seams.
2. add and extra bag of pine shavings as the coop is elevated so this adds a little extra insulation.
3. add extra cracked corn to their diet on the days below freezing, this increases their internal tempature.
4. put vasaline on the roosters combs and wattles when the temp will drop below 25 degrees to prevent frostbite.
5. use 2x4's as roosts with the 4 inch side up so they can cover their feet at night. (I have these 365 days a year.
Hope this helps