When the nighttime temps. start to drop below 40 and stay that way, I close the shutters over the two very large coop windows. That's about it. The coops are insulated.
Last winter their waterer only froze once and someone (I suspect my roo) pecked a hole in the ice so they could drink. The time between them waking up in the AM (and needing a drink) and being let out of the coop where they'll have access to free flowing water is only a few hours at most anyhow.
I don't pay much attention to the increase in feed consumption, since I keep their feeder full anyways. If they eat more I just buy feed more often.
I don't heat my coops and never will. Get a chicken all used to being warm and toasty and have the power go out (which is does alot out here in the boonies) and you'll have trouble with sick chickens.
The chickens are let out to free range 365 days a year - snow, rain, ice; it doesn't matter.
Our winters here are mild compared to some of the northern states. Our winter lows are usually in the teens, rarely lower. Lots of precipitation, mainly in the form of ice.