Most breeds won't have any problem here in Mississippi. I have coops/runs built but never really use them other than places to gather eggs. Willing hens with chicks in deep winter, breeding setups, and injured birds are the only ones that don't use the trees. I have lost some to predators and fights that got out of hand one the rare occasion, but I have never lost a healthy bird due to cold. I have definitely seen some uncomfortable birds after a night of sleet, then later they are running wide open as soon as the sun comes out. I'm not trying to sound neglectful, because I do get attached to my birds. I'm not suggesting that you should/could do the same. I am just saying that in Central Mississippi out of the hundreds of completely free range birds I've had the cold is the least of their problems. I almost forgot to mention that this does not apply to birds that can't fly. The ground ain't no joke for chickens in the cold or rain.