Procrastinating badly. You?
I let them out in anything not too snowy or windy to see the coop from the house.
It was -1F in this image and my dummies were ranging as far as they could on the trampled paths. That's not their coop, by the way, theirs is about 15 feet to the left. They came out in colder weather too, but I was afraid of my camera not taking it well.
I used to lock them up, but they'd practically stage a full scale riot if they didn't at least get to poke their heads out.
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Coop does definitely stay warmer. I once got locked in the coop in shorts in below 0 weather. It was actually rather pleasant in there, without the wind.