Chickens are VERY good in winter. I know, i'm from canada too. All you need to keep them warm in winter is a one or two REGULAR light bulb(s), and some hay. On warmer days you can open vents windows etc. You should NOT get a heat lamp. It might get them too used to the warmth, and should it break they may get frost bite. They will be absolutely fine in the winter with just the light bulb and hay. I know many people who use just those in our cold canadian winters! It is your choice wether to build a big or small coop. I feel a slightly bigger one would be good, to alleviate any stress they have. Also it depends on if you are free ranging them or not, the neighborhood you live in etc. A coop can really be anything, as long as its safe, and practicle. It does not have to be ridiculously fancy like some on the site, although they are nice, it isn't completely neccacary.