This is my first winter with chickens, but my coop's door remains open during the day, and they have plenty of ventilation. I have only one 60 watt bulb in the coop, mostly for the benefit of some 8 week old chicks. The older ones don't crowd around it like they do. The coldest it's been so far is -5. I notice that they'll come out for brief intervals close to the door to scratch around, maybe run around the coop a few times and then run back in. It seems that somewhere around 20 degrees is when they'll voluntarily stay outside for more extended periods of time and act like normal chickens. We live in an arid climate, but with my flock at least...they seem pretty happy with anything over 20. Below that, their happiness goes down pretty fast. And they're definitely not fans of snow.
However, my birds are still laying well, almost every day...so they must not be doing too bad.
On a side note, concerned that I had too much ventilation, I googled, "Chicken froze to death," and I can't find one example anywhere on the internet of a person losing a chicken to cold...as long as they were kept in the coop at night and have access too food and unfrozen water. Chickens are tough!