For bedding I recommend pine shavings. Some people prefer sand or other beddings but for me pine shavings are cheap, readily available, and they do a decent job.
As far as ventilation- The more the better. Just be sure to avoid drafts. Chickens are covered in insulating feathers and most of the common breeds are perfectly fine in temperatures like you described (just be sure they have thawed water to drink).
You want to avoid putting vents where it will cause a cold wind across the chickens but don't worry so much about the actual temperature inside the coop.
As far as nest boxes, it is a good idea to elevate the nesting area at least a few inches above the coop floor. Chickens want to hide their eggs so giving them a small, dark place will make them more likely to choose that area to lay.
You didn't mention what breed(s) of chickens you keep?