I (personally) do not like the idea of heat lamps and this is why:
http://www.dailytidings.com/apps/pbcs.dll/article?AID=/20120417/NEWS02/204170306/-1/rss01
http://www.mlive.com/news/grand-rapids/index.ssf/2012/08/crews_battling_fully-involved.html
http://www.cityofpalmer.org/index.asp?Type=B_BASIC&SEC={A7326D97-EA89-497F-A5F3-8ABCD26C937C}&DE={2CF1197D-EF2A-458D-BF21-8AF97E1DE004}
http://www.whiotv.com/news/news/local/fire-destroys-chicken-coop/nPncD/
A coop doesn't have to be "insulated" but it does have to be well sealed and draft free, with proper ventilation that doesn't cause drafts (air in, air up, air out). You can go around your coop and make sure all the nooks and crannies (between boards, etc) are sealed and are not causing air to get in where it shouldn't.
If you do that, and if all of your chickens are in
otherwise good health they should be just fine in that coop without a lamp...even with -20 & -30 weather. What they cannot have is wetness and drafts...so you might want to water-bucket test your coop roof to make sure there are no leaks (you don't want snow and sleet getting through there, onto your birds).
Also, you can give your chickens a warm layer mash in the mornings for breakfast and in the evenings before turn-in. It keeps them warmer for extended period of time. Don't keep it on a warmer throughout the day because it encourages bacterial growth.
(I think your chicks will be just fine as long as you don't put them out there too early). As long as they are fully feathered, including their heads they're fine. 8-12 weeks is recommended for colder climates.
[Edit]
The only thing I would be concerned with is the fact that you have RIRs (big combs and wattles) so frostbite may be a factor.
- I'd keep Vaseline on hand just in case.
It won't prevent frostbite but it will dissuade them from scratching at it and others from pecking at it.
- You can put marbles, golfballs in their waterer or narrow down the 'beak entry' (surface area of accessible water) in their waterer as well. This will help prevent them from dipping their wattles in the water..freezing and causing frostbite too.