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1) Choose chickens that are well-suited to cold. Bantams are not as cold-hardy as full sized chickens. Things with small (pea/walnut/cushion) combs -- such as Wyandottes, Buckeyes, Chanteclers, Brahmas -- are cold-hardier than things with big single combs.
2) Build big. Some people may tell you to build a coop so they're really crowded in so "their body heat will warm the coop". Those people also generally battle frostbite every winter. Don't do it. A larger coop will be as warm or warmer (design matters a lot -- see my 'cold coop' page, link in .sig below) and FAR easier to manage and more chickenfriendly.
3) Put the popdoor and the people door on the usually-downwind sides, e.g. S and/or E side.
4) plan your ventilation to allow good ventilation in the winter, see my ventilation page (link in .sig below) for suggestions.
Good luck, have fun,
Pat