Welcome - it was *only* nine degrees below here, last night, quite tropical compared to some of you.
We don't heat, except for one sixty watt bulb, as others have said. We do change water twice daily, er, most of the time.
We insulated, with spray foam, the bottom half of the coop, all the way round and coverd the insulation with cheap, reused/recycled beadboard. The top half is uninsulated, all the better to vent things with and we didnt do the roof, which hast mattered the past few years.
This ridiculously cold winter has made us think tht we will retro-insulate the roof. Prob do it the same way, with spray foam and whatever plywood, beadboad, etc.
Did somebody already point you to the excellent post by patandchickens, a lengthy disquisition on ventilation. Do a search and read that. She's right on.