I've just read this thread, because I am in the process of building another larger coop. [What can I say? chickens really are addictive.]
My original 6' x 8' coop has no insulation in it. I use a round metal, practically antique, water heater that I put in a rubber bucket of water. I have a 60 watt light bulb that goes on at 4:00am to lengthen the day for continued egg production. It gets very cold in NH - can be -20F, but usually stops at -10 to 0 degrees. On those cold days, I close up the chicken door and shut the window (and also if it snows, so it doesn't get damp inside - wet is worse than cold). I have commercial crosses with both single combs, and haven't had a frostbitten comb for several years. This winter, I will have some fancier and more valuable chickens in the flock. I plan to rub vaseline on their combs if the weather plans to be really cold, just for added protection.
I do plan to insulate my new coop - walls and ceiling - and cover the insulation with vinyl flooring for easy cleaning that I got real cheap at Job Lot. There will be a lot of ventilation on all four sides. But it is a lot bigger - 12' x 18'.
I think we humans have a tendency to inflict animals with our own desires, and we like it nice and warm. I raised sheep for many years, and one of the worst things people new to sheep did in their barns was to close it up tight so the sheep wouldn't get cold. Instead, they caught pneumonia from the condensation dripping back onto them.
Chickens grow feathers and down to keep themselves warm. If your roost is wide enough so when they settle on it, their feet are covered by their bodies, they should be fine.
I think keeping water heated is the biggest chore. And shoveling the snow so I can open the door.