The coldest we get is maybe -10 most winters, with daytime temps in the single digits. In which case... you might want to run it more often, or get two? As long as their water doesn't freeze (and the heater under the galvanized waterer fixes that) and you keep out the drafts, they're pretty...
I use one like this; http://www.agway.com/catalog/home_and_garden/general_hardware/light_bulbs_and_heat_lamps/12100093_infrared_heat_lamp_red_250w.html
And have the metal shield that goes around it. Same one I used when they were chicks - now I clip it onto a high spot in the corner of the coop...