Insulation, heat is not needed. Insulation just makes a nice place for rodents to take up residence. A well ventilated, draft free coop is what you're looking for.
Rule of thumb is 4sqf of unobstructed floor space per bird, more is better.
10sqf of run per bird. 1ft of roost per bird, and very importantly, min of 1sqf of 24-7-365 ventilation well above the birds while on roost.
Think predator proofing and ventilation before building, and design it into your plans. PITA to modify a coop once built.
Go to the coop article page and you can read for days on different styles and types of coops.
Region also plays a big part as what type of coop will be best. What...