Thanks guys, I'll do some reading. I'm leaning towards not insulating. Our previous birds lived in the garage which is un-insulated and un-heated. We did get about a week of sub-zero and the roo ended with a little frost bite on the very tips of his comb, but other than that they seemed to fare fine. Breed probably plays a role also. They were barred rocks, the same as I have coming next week. Since the coop will be such a small area compared to the garage, it should be relatively easy to give them a little warmth like you did EggsnQuackers.
Draft protection will probably be the biggest challenge since we live in a +100 mph zone. Fastest we've seen is 117. I may construct a little break, although the coop will sit on the downwind side of the house. Probably will need to plan my vent locations carefully though.
Chick_In_The_Burbs thanks, didn't realize there was a Co thread. I'l definitely stop by.
Thanks again.