Humid air is more of a frostbite threat than cold per se - you can get frostbite *at* 32 F with damp ill-ventilated air, whereas sensibly-chosen breeds in good health and dry-air conditions are generally good to much, much lower than that. So, ensuring good air quality (including, but not limited, to good ventilation, yes even during the winter) is probably the biggest thing you can do to 'coldproof' your chickens. (note that if you live in a climate where the air just IS very humid all winter, you will not necessarily be able to run the coop down as cold as people in drier climates... but, still.)
Heating the coop, IMO, should be the LAST resort. Before thinking about plugging something in, first worry about keeping as much heat as possible IN the coop, through sensible design measures (insulation, not egregiously high ceiling or close it off if it's built that way, lotsa bedding on the floor, structures of high thermal mass to carry daytime warmth through the night, etc).
Also see what you cna do to improve solar heat capture, ranging from good window design/management to 'solarizing' a run to building a popcan type solar heater, etc.
And do whatever you can to keep the coop air dry, so that it doesn't *need* to be as warm in there -- good ventilation, prevent drafts, insulate anything that gets condensation/frost (b/c that humidifies the coop), clean yer droppings board every morning (that step removes a whole lot of water vapor from the coop right then and there!), fix any leaks in roof or waterer, reduce amount of snow that is blown or tracked in, etc.
Again, remember you do not need to keep your coop *warm* (for intelligently chosen breeds, with sensible coop management). You just need to prevent problems with frostbite or hypothermia. Which, for well-chosen healthy chickens in a good coop, can mean getting down well towards 0 F or even below.
Good luck, have fun,
Pat
