I'm continually amazed by how many people keep insisting on heat lamps, despite constant assurances on the lack of need. When people from Alaska, Michigan, Minnesota, Wisconsin, the Dakotas and the like are not using them, that should tell you right there!
When you have cold hardy breeds, you have nothing to worry about. These birds are considerably tougher than you could ever imagine, and they know how to survive and adapt. When they've been raised all through the year, nature sets them up for survival, if they're healthy.
I live in Gaylord, MI. Lots of snow, lots of cold, lots of wind. This is my first year of chickens, and this site, along with constant observation and interaction, has taught me lots of information. I haven't had a single problem with my birds yet. Two have been moulting, and even on the -25 base temps days; not a problem. They'll eat snow, huddle together and generally just do what they need to, in order to satisfy their needs.
Please don't take this the wrong way, nor view me as a know-it-all. Far from any of that. I just really paid attention and go by what my birds tell me. I've also read and read and read about chickens. I'm quite satisfied by what I've learned and gained since March of this past year. Next year, will be even better for my girls. Enjoy your birds everyone!