Hi, welcome to BYC!
Second, you are going to get a lot of opinion, and you asked for it. LOL.
I have a coop with NO insulation. None of them do, I have 4. HOWEVER, I have good ventilation, and that is the most important part. I also have electricity running to the coop so I can hook up fans for the summer, a brooder bulb in the winter, I have hens that think the winter is the perfect time to go broody. They'll be warm enough if the coop is secure, and well ventilated. Chickens are hot, they will bunch up together, fluff up their feathers and keep quite warm. Just provide a wide enough roost so they can cover their feet. It'll also be nice if you provide a covered run, even partially covered for the winter, so they'll have an area outside their coop that is snow free. I have am 8x11 area that is roofed, and I put up plastic in the winter to cover the sides to provide a completely snow free area. Save up bags of dry leaves and put them in the run to give them something to scratch at through the winter. Put your windows to the south and east for the best morning/afternoon winter sun. ALSO use hardware cloth behind those window screens. Coons will take out chicken wire very quickly. There are several threads on how to best use the hardware cloth securely.
But thats the main thing... a secure coop at night time. Nothing should be able to get in except you.
Have fun.