Greetings @cdlord ! Welcome to BYC and the Colorado thread. Some use sand, some use straw, many use wood/pine chips, some use a mixture of organic matter to include weeds, sticks, grass clippings and especially leaves. I think the decision really comes down to how much work do you wish to do, and how often. With sand, think cat's litter box and scooping regularly. With a hodge podge (referred to loosely as deep litter - there are threads here about it) you basically clean it once a year or so... just keep adding more "stuff" over time and let it compost itself as it goes. Different strokes for different folks. Sometimes it comes down to what's available where you're at. Not much in the way of leaves available in high desert areas... That sort of thing.
There's loads of good info, examples, pictures of coops, etc. on the coops thread. You never know, you may pick up a few ideas or pointers over there. The chickens typically handle the cold quite well as long as you give them a place to hunker down and fluff up without direct drafts blowing on them. A 2x4, flat side up as a roost gives them a place to curl their toes over the front and sit on their feet to keep warm. The biggest issue is normally with large combs on roosters and frost bite. LOTS of ventilation in the coop is absolutely critical in heat and cold. You want to get that moisture out, especially in the cold. They wear a down coat year round, except during molt...
If you're in a desert environment where it gets really hot during the summer, some folks set up misters or freeze soda bottles to put in their water. The big thing is really to just provide them a shady area to escape the sun and catch a breeze now and again. Some use a small pool or basin with about 3-4" of water in it that they can step into to cool their feet. Not too deep though as chickens don't swim.
Anyway, glad you joined us! Have fun with the whole process and share some pic updates as you progress! Oh, and just a tip/hint... Unless you have willpower of steel, chicken math could strike you as it has so many others. You always want to build a little bigger than you think you need to make room for "just one more" bird down the road
Remember, the old birds who no longer lay don't count, the babies don't count, designer birds don't really count as chickens... so those 12-15 birds might really only count as "6" chickens...