Gotta agree with JackE on this one. If the coop is built well and has proper ventilation without having drafts, they'll be fine. We only have 5 production reds but they were fine last winter here in Ohio and it was a rough one. Gotta admit though, I did put a heat lamp in the coop. I only turned it on a couple of times though when the temps dropped to sub-zero for more than a day or two. HOWEVER, that was for the wife's benefit not the hens'. I grew up raising beef cattle and learned early on that providing them a heated, insulated, shelter just isn't practical nor is it a good animal husbandry practice. It keeps them from adapting to the cold.
One of the downsides of heat lamp, excessive insulation, etc. is not allowing the chickens to acclimate to the changes in weather. I'm not talking about leaving them out on a frozen tundra with no shelter, etc. Rather just taking measures to ensure they are protected, fed, and watered. Allowing for the chickens themselves to grow accustomed to the changing weather. Just my own opinion/observations from raising livestock nearly all my life. Growing up we raised beef cattle. As long as they had clean food, clean water, some shelter, and clean, dry bedding they were fine. They put on extra fat and fur. Some of them got downright shaggy every winter. I notice the same thing in myself. If I'm out and working a lot, I get used to the cold and am not bothered by it. However if I'm indoors a lot (because of work, etc) and don't have a chance to acclimate, the cold can really bother me till I do acclimate. And for the record, once I am acclimated, I do enjoy tent camping in cold (even sub-zero) weather.
Our hens didn't mind the cold. They'd be out in the run on the coldest days scratching. What they didn't like was snow. For some reason they would do everything in their power to not walk in snow. They didn't mind walking on the frozen patches of ground/bedding but they did not like the white stuff. On several occasions when I went out in the morning to open their small door to the run they would poke their heads out see the run completely white and go back in the coop. One one or two occasions I broke down and used a broom to sweep off their ramp and a snow shovel to clear an area of the run. Danged spoiled chickens.
Again, just my own personal opinion/ramblings/observations. I tend to view my chickens as a source of food, income. occasionally entertainment, and an investment. They are spoiled and well taken care of but they are not pets and I have no issue putting one in the freezer/cookpot. Everyone has chickens for a different reason and has their own views on how to manage them.