I have my chickens' food and water out in the run. The run is as predator proof as we could possibly make it. It's a hoop made with cattle panels and covered in chicken wire and hardware cloth, with a hardware cloth apron extending out two feet. So I leave the pop door between the coop and the run open 24/7, 365 days a year. The run is covered with plastic (think greenhouse) and we have power hard wired in to both the coop and the run, so running a stock tank heater is no problem.
As has been so well stated, what works best is what works for you and for your birds. Period. What I do may seem nuts for someone living in Northern Wyoming, but it's the system that works best for us. It may well not be for you. Last winter we had the waterer in the coop. We changed that this winter. So, as @wamtazlady said, try what you think you'll like, and if it doesn't work change it. It's as simple (and as complicated) as that. I've made so many changes in how I do things that my setup now bears little resemblance to those hastily scribbled plans on a piece of graph paper! Good luck!