Letting your chicks experience the natural cycles of day and night is definitely the way to go. Natural daylight is best and the heating plate is awesome!
When my chicks were in the house, we would still have our lights on way past sunset. So before I went to bed, I would turn the lights out gradually (turning off the closest light to them first, then down the hall- over the course of about 10-15 minutes) to sort of simulate the setting sun so they wouldn't be shocked by total sudden darkness.
When the first light went off, they would scuttle around chirping and I would guide them under the heating pad right before turning out the last light, so they wouldn't get lost in the dark, and then they were quiet all night. It didn't take long for them to learn to "get to the coop" all on their own when I started turning out lights!