Lots of good info!
Wanted to share a little from my recent experience that hasn't been mentioned here yet.
The first night of the single-digit cold, we used an infrared light with a heat lamp near the center of our smallish coop (holds about 8-12 chickens), pointing toward the chickens. They seemed to get a little frostbite but we weren't sure, and their water had frozen so I moved the lamp to just above their (metal) water dish and it thawed half of it. (Don't worry, I also provided a bowl of water besides that for while the other thawed).
I should mention I'm in South TN and we get lots of cold weather but are lucky to see an inch of snow, so feeding snow to the birds just isn't an option here.
That night I didn't think it would matter if I left the lamp heating the water, and the next day almost every one of our (at the time) 6 chickens had frost burn or frostbite to some degree or another. I think maybe the lamp heating the water caused a higher level of humidity that rose and then cooled as it rose, eventually settling on the chickens' combs (does that make sense?) The next night I moved the lamp as close as I safely could to the roof (which is about 7 ft high, and the roosts are around 4, 5, and 6 feet high), so the lamp was level with the top bar. I also added a couple boards under the roosts to block any moisture from their droppings (didn't know about the sand at the time, I'll be adding that asap). No more frostbite! Only what they had before. Now it has to heal...which is slow going when the temps just won't stay up!
Also, they seem perfectly happy scratching around in their yard in spite of their frosting, laying eggs and crowing and everything. So, I think if a heat lamp is used at the top of a small coop, it can warm things up enough at the top of the coop to keep humidity in the air instead of condensing and falling....??
PS: my roosters are buff (soon to be moving to a new home and a new 'harem'), maran, and silkie, and my hens are welsummer, buttercup, maran, and a buff mix. The maran hen has fared best, and the buttercup second best, with both bigger roo's combs looking terrible but the silkie is fine. On the vaseline...I did not like what it did to their feathers at all, and I had my doubts about it's effectiveness.