When building your coop or remodeling a shed, ventilation is waaay more important than insulation. Buy a breed that tolerates cold (the breed section on BYC will tell you which ones are cold hardy) then build/remodel your coop to suit them. There was a thread on here about ventilation a few days ago that was very informative. If you type ventilation in the search box above it will pull up threads on that topic. Search craigslist for sheds or other building supplies, also if you have a salvage place or Habitat for Humanity Home store, you can pick up supplies there cheaper than TS, Lowes, or Home Depot. Don't use chicken wire anywhere on your run/coop!!! Hardware cloth or 1x2 welded wire will keep predators out, chicken wire will not! Also you may be able to find an out of work carpenter to help you with the more difficult parts of the building. I hired a guy who helped me frame the walls, put in 2 windows, the door, and the roof and he only charged me $150.00. It was so well worth it! I did all the rest, painting, putting down linoleum, putting the trim on, and putting wire over the eaves. I also built my run by myself with help from son and husband putting the wire on. Here is a pic of my setup. I have no level spots on my property except where the house sits and one place in the horse pasture, so I had to improvise and put the coop under trees for shade in the summer. It is close enough to the house to run an extension cord for winter time water heating. I plan on using a light bulb inside a concrete block, unless I come up with something else in the meantime. Good luck and keep us posted.
Here is my run that I built first.
Here is the coop:
And here they are put together:
Here are some 'in progress' pics:
Here is my run that I built first.

Here is the coop:

And here they are put together:

Here are some 'in progress' pics:



