I'm sure others will be far more experienced, and will chime in...because I'm a total newbie to chickens, BUT--
From all of my reading and talking to others (some that live in MUCH colder climates that do NOT heat their coops), I really don't consider Oklahoma winters to be harsh for a properly constructed and ventilated coop. I live in S.E. Kansas and have no intentions of artificially heating the coop. However, I'm not going to be keeping any 'fragile' breeds, either... I think I'll have to be more concerned about the hot, humid temps we can get in the summers.
Actually, the biggest thing I've come across is that there must be adequate ventilation (above their heads)-- no drafts, but ventilation-- because the humidity within the coop (from their breathing and their poop) is the biggest issue... humid air plus cold is the danger. DRY cold air is tolerated by most breed fairly well-- much lower than our average winter climate. Everything I keep reading says that winter ventilation is usually underestimated... that you need a LOT more than you think to keep the humidity down.
On the flip side, around here... you see chickens in a huge range of conditions. Everything from literally being tied to a rope (around a leg) and having only a barrel with a hole cut in it for shelter/roosting, to 100% free roam- roosting in trees, to roosting in big open barn rafters... all of them year 'round. Predators can be a problem, I'm sure, but they apparently weather the cold quite well. I'm getting some 'raised eyebrows' at the 'lavish accommodations' I'm building for my birds...