I'm in Wisconsin, and we only use a heat light if it gets under 0F. You may not need one, depending how far south in IL you are. The chix adjust surprisingly well. The only thing I find is they dont like wind and snow, so some sort of windbreak for their outdoor area is key in the winter months. But no matter how cold it is, they always choose to be out there, instead of up in the coop (unless it is super windy, then theyll hide for a while)
Our coop was made from an old homemade doghouse we got on craigslist for 50 bucks. its insulated, and we just cut a couple extra holes in it for eggbox, chicken door, etc. Then we hoisted it up on some poles that we buried in the yard with some quickcrete, and built a run underneath the coop and around it. It was the way to go - probably cost under 150 bucks, since we used a lot of salvaged lumber for the non-buried wood. I also buried the hardware cloth that covers the run - that way it can't be easily dug under by a predator. I chose hardware cloth over chicken wire to evade the predators with dextrous fingers - I'd heard some horror stories. Theres a pic on my byc page.