Hello fellow Montanan! I grew up in E. Montana where it gets very windy and cold and we had a chicken coop that was wood with the old ship-lap siding and no insulation at all. Ventilation was not adjustable and came from the gaps between some of the siding boards! Never lost a chicken due to the cold. Each chicken makes a little heat and they should stay very cozy in an uninsulated coop with only a little ventilation in the winter. They roost up towards the ceiling where it is warmest. Also, make sure all of your breeds are cold-hardy and fully feathered before subjecting them to freezing weather. I'm starting my coop this weekend and it will not be insulated. Not worried at all. Plus, Billings doesn't get near as cold as Sidney!
Doug