Welcome to BYC.
As one who lives way, far, up north where we get temperatures folks in NJ never experience, I will recommend NO insulation. Cold is not an issue. Humidity is what forms on the combs and wattles as frostbite. Chickens have been bred and kept for centuries in upstate New York, New England, and Canada without heat or insulation. The most important thing is to keep hardy breeds. They'll do just fine. What chickens seek is basic shelter. They are not mammals, but birds with feathers and down, just like their relatives the sparrows, owls, and eagles, all who winter over just fine.