I'd let them make the choice themselves. The idea thing would be to have a plastic-wrapped (predator-proof) run to let them into on 'borderline' days (you could leave the door open to the great outdoors on nicer days). Remember also that predators are much more motivated during the winter, and also dusk and dawn are closer together, so there is also the safety consideration.
I'm also thinking about a roost made from an aluminum pipe with a heat tape and rigid foam insulation over it? Any reason that could be bad?
Oh, a
large number of reasons it's bad
First, heat tapes are a major cause of barn fires and it's not a swift idea to use one unless absolutely necessary (which this totally isn't - see previous posts). Second, they are generally designed only for use on water-filled pipes, and may not be *safe* to use on an empty pipe without risking overheating and fire. Third, most of them (not all) are designed ONLY for 'nekkid' use, not covered with anything, see above re: overheating and fire. And finally, the chickens will eat the insulation and die
(Plus, as extra bonus reasons, the chickens will rip the insulation to shreds with their claws, making it fall impossible to clean poo off of and then it will fall apart, and there are very good arguments for not heating the coop if power failures might interrupt it)
Just use a 2x4, wide side up, and they will be fine, honest.
The biggest thing for helping your chickens gracefully thru the winter is to keep the coop well-ventilated and (therefore) DRY. Chickens deal with dry cold pretty well as long as the air is still and they can sit on their feeties. However, DAMP cold air, which is what happens with poor ventilation, is a recipe for frostbite.
Also remember that chickens produce a considerable amount of body heat and unless this is an unusually huge coop for your # chickens, or uninsulated, they themselves will raise the temperatures somewhat.
Good luck and have fun,
Pat