There are no lights to speak of in my coop. I do have a solar light that charges during the day and light's up three LED spotlights, but they're not at all bright and don't last long. I put them in the coop/run when the chickens were just little things and wouldn't go into the coop at night, they just huddled up near the door to the run. Once I put the light in, they went in to the coop at night but I still need a flashlight to count fuzzy butts. I could take the light out but I got used to it. As for heat in the winter, not at all. The LED lights don't give off any heat and we survived a frigid New England winter just fine. I admit, I was a little concerned at first, but all the BYCers from Alaska that testified that chickens aclimate just fine to winter temps reassured me that I had nothing to worry about. Next winter, I'm going to run a chord for a heated water dish so I can sleep an extra hour in the morning.
If anything, I would rather have a darker coop at night to possibly discourage them from pecking at each other. I tend to believe that if it's dark, they sleep and not so much in the light. Maybe a light outside the coop would help deter nocturnal predators, maybe not.
Remember, folks have been keeping chickens a long time before electricity. We tend to project our ideas of comfort on them but, for the most part, we're nothing like them. The only light you really NEED is a good flashlight.