I have Buff Orps and they did well in the MN winter last year. It was a very very cold winter. My coop is insulated and had a 250 watt ceramic heat emitter 24/7. The average temp was 12F inside, but it got as cold as -5 at times, even with the heat on.
If electricity is not a possibility, my personal opinion is that you really should insulate. Walls and ceiling. And make sure that all drafts are eliminated. Even below 0, it felt quite comfortable inside my coop where the air was still.
It's never a bad idea to give your birds some extra square footage when you live in a cold climate and they will have to stay inside at times. It reduces the possibility of boredom and aggression. However, it does make it more difficult to keep the coop warm using only body heat.
Use the search function (in the blue bar above) to look up insulation/ventilation for lots and lots of information. Remember, if you insulate you will also need to put up an interior wall or the chickens will try to eat the insulation. Dumb, but they will.
I have heard that rubber water bowls will freeze more slowly than metal. My water will get a skim of ice on top in less than 10 minutes, so having a heated water dish is a necessity.