You could also check out the 'mama heating pad' thread and article by Blooie; if you have a very reliable way of getting electricity to your coop then that could work with her out there (she could be outside with no fire risk and no all-night lighting). However, I really do have to agree that 6-8 weeks is absolutely the best option- the feathers will also help protect her a little from any pecks from older birds (and given that 4-5 weeks from now will be in February, I'd even wait until a little later.)
Would you really be able to bring the two other (presumably full grown?) chickens inside with the baby? I've never tried anything like that, and so I wouldn't be able to say for certain, but it seems like having them in your house would be both a huge pain and an unpleasant shock for the chickens. Also, in my experience, it takes awhile for mature birds to recognize babies as chickens-- once they're fully feathered it's no problem, but there's been some malicious confusion when it comes to big hens and small fluffballs- too easy to step on, and they don't speak the same language yet. I'd be really interested in hearing how this works out if you decide to try it.
Also, I'm assuming getting another chick or two to keep the baby company isn't a possibility? Even though your chick is nearly three weeks old, if it's an 'only child' it should still find it pretty easy to integrate with a day-old, as long as you mind their different heat requirements. That would also make integration with the big flock easier, and let them huddle when it's cold. I'm sure you've already looked into it, but I'd still recommend perusing craigslist to see if anyone has young chicks they'd be willing to part with (or, alternatively, someone who would want your chick to raise with some of yours, which I know is far, far from ideal, but if your breeds aren't too fancy and you aren't too attached would then let you get a few chicks at the same time come spring)
Best of luck with the chick- keep us posted, and I'm interested to hear what you'll decide on. I hope everything with your flock goes well
