I know everyone says "they're fine", but two winters ago I just couldn't stand watching them shiver any more. I now have a wall heater (flat panel) that is on all the time and frankly puts out very little heat, but they can stand in front of it and it warms them up a bit, or they can avoid it if they are warm enough. I also have a sealed, kerosene unit (electric - the kerosene is sealed inside) that has a whole bunch of settings and I think is very safe in a coop environment. I have a small storage area inside the coop that is walled off with chicken wire and has a kick board around it, and a chicken wire door - it's where I keep all my supplies, extra shavings, extra feed, poop bucket, etc. I have the kerosene heater in there, and run the cord up high through the chicken wire and to a hanging plug. I keep it off during the day when they are in and out and free ranging - unless it's snowing/raining/freezing cold. I turn it on at night, on a low setting that is just enough to take the edge off and keep the water from freezing. I'd say it's maybe 45 in the coop - certainly no warmer. I don't keep it so warm that they don't develop their warm, fluffy feathers, but I feel much better giving them a bit of heat, and it's much easier to keep the water clean and fresh when it isn't frozen every morning. And yes, I do put Vaseline on everyone's combs - guards against frostbite and who wants a dry comb in winter (I think of it as hand cream). I also occasionally put bag balm or Vaseline on their legs in the winter, if they are looking dry.
Will they die without supplemental heat? Highly doubt it. Do I sleep better at night, knowing they aren't freezing out there in an uninsulated coop? You bet. Had I put insulation in, I might feel differently about the heat.