I live in Western NY, I love looking at all the coop pics but it is hard to tell what kind of climate they are in. In my neck of the woods we have winter atleast 5 months of the year. Luckily, temps don't normally get 0 or below.
It's pretty cold out here in colorado. 15 at night just the other day.
Taking peoples' suggestions from the forums I'm building mine with more ventilation than I'd think necessary given the temps.
This is a work in progress (been too cold and snowy to finish it) and the birds aren't in it yet:
There are screens on three sides at the top and a sliding window on the far side. I'll be building hinged flaps on two of those sides to cover the vents on extra-cold or windy days. The roof is corrugated steel, which has insulation beneath it followed by repurposed sheathing. I now have nesting boxes hanging off the side on the left where the big opening is.
The windows I built from scavenged glass and are double-paned. At the moment the walls have no insulation. Most people seem to think that it's not necessary and that all you really need to do is prevent drafts. Nevertheless I'll probably add an extra layer of sheathing on the inside.