I was told when I first got chickens, by an old chicken farmer, that the best option was light 24 hours a day. I have had a 60 watt bulb ever since. I have never had any issues with sleeping, nesting/laying, illness, or behavior.
I'm not advocating that a light is better than not, but speaking from about 7 years actual experience it is not a disaster in the making. It is your choice. Since it has been a positive experience for me, I have no plans on changing.
Also heating can be an option. You need to watch your chickens to see if they are suffering negative effects from extreme cold. Everyone's situation is different. Different chickens, humidity, coops, ventilation, temps, etc.
Generally if chickens are kept dry and in a draft free environment they can handle cold temps.
Imp