My friends father uses heat lamps for his 20 or so chickens every winter, no issue. My other friend doesn't use a heat lamp and no issues also. It's personal preference, but don't let people tell you to use a heat lamp or not if they don't live in your area. My family forced me to put lightless heat bulb in our coop, although I know they do not need it, but it is good to have in there just incase of a extreme temp change.
The best way to wean them off I would say would be to keep it on during the night but move it further away, and in the morning keep them in the coop for a bit without the lamp on. Check your weather forecast often! I would recommend weaning them off on a sunnier day and then trying not to use the lamp the following night, keep an eye on them though. Chickens can handle negative temperatures extremely well as long as it is dry and they have protection from the wind. If you are talking about weaning them off the heat lamp because of the light it produces and you are worried about messing up their daylight hours, I'm not sure it matters, I had a red lamp in my guineas coop that I just took out one day, they went from 14 hours of daytime to less than 9, they are just fine. But once again that is my opinion.
I live in Vermont and have heard of plenty of frostbite stories but never once heard about a chicken dying from the cold, the other day it was 44 degrees but as soon as the sun went down it rocketed down to -8 degrees and chickens seemed to be a bit slower but were still alert and well. I don't think its the cold that usually gets to them, its usually the adjustment and (or) wind/humidity. Behaviors to look out for would be slowness, lots of roosting and sitting on their feet, and very puffed up and uncomfortable look, these are all normal behaviors in the cold but if the whole flock is doing this and not moving much they are likely not happy.
My opinion is don't listen to people who don't live in your area, there is no real definite answer but I would say keep a heat lamp, preferably a lightless one, and then only turn it on when the temps shoot down. This topic is oddly controversial, and complicated when it shouldn't be.
