If you have a hardy breed like RIR, BR etc. then chicks at 3 weeks are tougher than most people think. Unless the temps are down in the 30's I do not use the heatlamp after 2 weeks. I raise mine in a unheated shed. After 3 weeks mine normally have most of their feathers, so I move them out to the coop and run with no light. I have never had a problem.
A word of caution to everyone who has chicks in the house, It can lead to very serious health problems. My wife has lung scaring from when we use to keep a cock-a-teal. The damage to her lungs is permanent, she gives out of breath just walking to our mailbox. Her lung doc said he treats a lot of people from where they keep birds in the house. She was only in her 40's when she first discovered the problem. She is very sweet and does not blame me, but it was my fault as the bird was a surprise birthday present.