This is our first winter with chickens, they were chicks we purchased at the feed store this past July and August. 2 Buff Orpingtons, 2 Barred Rock, 2 Blue Australorp and an Easter Egger. We have a non insulated coop (see my Coop Story here on backyardchickens.com) which has a well ventilated run with an enclosed raised coop that has vents in two sides at the roof level, so it is above the roost where they sleep the night.
We live in N. Texas, which is typically above freezing most of the winter. Last night it got down to 10 degrees F. Wind was around 25 mph to bring the temps here down from ~40 degrees F the day before. We fed them some cracked corn the night before they went into the coop.
This morning we brought out fresh lukewarm water (both watering bowls were frozen) before letting them out of the coop and some warm mash that had protein in it. When we opened up the coop door at first light, they came out pretty quick, commenting (squawking) and sampling the water, mash and regular feed while strutting around the run. They all seem to be in good condition! I picked some up and verified that their bodies were warm under their feathers.
We have a wireless thermometer in the coop that indicates that it was 10 degrees F this morning, the same as outside with about 5% more humidity than the ambient air outside. We did put up some temporary walls that block the wind in the north part of the run under the coop earlier this week. They seem to like it there, but venture out into the run throughout the day, especially when we come outside.
Their feathers are fluffed out a bit, but none of them are shivering, not even the smallest one which is our Easter Egger. Hopefully this helps others that may be experiencing their first winter with chickens. Our experience confirms what some of the more experienced people on this forum have been saying about how chickens tolerate the cold, along with their advice to not use heat lamps in the chicken coop.
Since it will be below freezing the next day or so, we will be periodically checking the water and replacing it when it freezes. By Christmas day or the day after, however, we should be above freezing during the day so it should not be an issue then. So it looks like we have got through the worst part of it and our girls have done admirably! Nice to have sun today, and oh, by the way, some started laying a couple weeks ago and we have found eggs every day in the nesting boxes since then, including yesterday. Amazing creatures these chickens!