This is my first year with my 3 hens. This super cold weather in the teens and 20's is unusual here in Texas. We have had no problems, hens are doing just fine, acting normal, and laying 1 or 2 eggs most days. Their little coop, downstairs run with hardware cloth and upstairs roost box (wood) where they sleep are just the right size for 3, so they keep warm at night closed up in there. The larger door on the side would be drafty but I added some thin weatherstripping and is draft free. The roof opens up (split all the way across on the top) so I have it propped open a couple of inches, and there is a window up high on the SE side I have yet to close.
I am using pine shavings for litter, and I don't remove 100% of the poop so I might have benefit of deep litter up there eventually. To help with any humidity issues (especially difficult when it is rainy) I keep the box liberally dusted with DE. The downstairs run (which sits on a few bricks a couple of inches off ground and has a hardware wire bottom) is deep with shavings, paper from the shredder, pine needles. I have enclosed the north and west sides which are usually open hardware cloth to block the wind. Their feeder hangs in there so when I close the lower door at night rodents cant get to it and the coop and run are predator proof.
The whole thing sits in a 6x8 (4 ft tall - would do that differently!) chain link dog kennel where the ground is sandy loam with ribbons of clay. A lightweight roof made of aluminum poles and hardware cloth lifts from one end has been added to keep out predators, as well as the whole chain link has been wrapped in hardware cloth. I have tarps and bungee cords to cover roof and sides when it's very cold and windy or rainy. The ground inside the kennel is covered with the pine shaving/shredded paper mixture, and I keep their water out there. The coop and roost box doors are open during the day so they can roam around the kennel. There's a small dust bath area too. For winter, I am definitely using the deep litter method out there, because the bare ground can get icky and soggy from rain or their waterer, and the necessary microbes to make the composting happen are right there in the soil. I add a bit more shavings, toss in a little DE, stir it up. I have had zero problems with odor, frostbite, and the hens seem to be normal and free of health or pest issues. They like scratching around out there. I have a smaller set of chain link panels I set up several times per week in the nearby field (weather permitting) where they can get out and scratch around in the grass while I clean in their coop and yard.
I think this combination of yard, run, roost box that can be protected from wind yet has decent ventilation and air flow around the coop works well. It's flexible, doesn't require any construction skills, and everything I have used except the coop I either already had or could readily buy at the hardware or feed store. I did plenty of reading last year leading up to keeping chickens, but there was no set "plan" as to how everything worked out, just a general idea. I just had to figure out some things as I went along, and this is what I ended up with. Some advice: if you are poking your head in the yard or coop with that roof propped up on a stick - STOP THAT! I knocked it out of the way one time while working and it came down and scraped and bruised the front of my nose, broke my glasses too. NOW I lift it with the stick, and I attach it to a line tied to a tree branch overhead.
I hope you and all your chickens make it through the winter ok. Curl up nest to the fire, get out those seed and livestock supply catalogs, and start dreaming about Spring!