They're tough for the most part. Some of the large single combed breeds will have a bit of a problem freezing their comb and wattles but they almost always survive it easily. A few of the really exotic varieties won't do well, but most are fine. If you don't want the frozen comb problem stick with varieties that have small combs, or rose combs. Some breeds which are known for winter hardiness are Buckeyes, Chanticlers, and Wyandottes. I'm sure someone will suggest others. We have temps that drop to 20 below zero from time to time in the winter and I have some which freeze the edge off their combs, but I do not heat the coop. It is a nice tight, draft proof bldg though. Also, I suspect this question should be posted under breeds, but I'm not sure.
Jim