Our set/up and method here in Wisconsin:
First, our 4 hens have a coop with a secure (buried hardware cloth floor) attached small run. There is door that can be pulled shut, but we only do this at night if below zero. Mostly it is open, and has overhang and sides to protect from drafts. I have a 40 watt incandescent bulb with wire cage in the run near food and water. The light is on a timer, coming on 5am-8:30am, then again from 3:30pm-6pm. We use this from about mid October through late March, by then regular sunlight does enough. I also learned that compact florescents are not recommended for use on a timer, due to the trickle of electricity.
Heated dog dish is used to keep water ice free, usually end of Dec - to March.
For warmth, we drilled a hole in the bottom of the coop (it is raised a few feet off of the ground) and run a light fixture in. Again a 40 watt bulb is used and we cover it with a terra cotta pot. This is on a separate timer, coming on 6pm-12am, and 2am-5am. It gets quite toasty in there, which is why we have it shut off in the middle of the night. The girls stay on the roosts, and only on the bitterest of nights (sub zero temps) do they crowd around the warm pot.
All of the cords go into a plastic lidded bucket, with notches cut to allow the cords out. This protects the timers and plugs from water and snow and is a central point for one extension cord to be run to the coop.
Using this method, our girls lay all winter long.
Our neighbors by contrast are more hard core. No lights for those sturdy ladies! They did the same thing you did their first year, and the hens started pulling their feathers out from stress. They ditched the light, forgo any heat source, and they are fine all winter long, even here in cold Wisconsin. They do not lay eggs during the winter.