Welcome Mags - You're amongst cold-weathered feathered friends here!
First, I'd recommend doing a search for "winter" and other cold-weather key words. The search key is in the blue bar above. Check out in this forum and in the coop forum. There is a TON of information out there along with lots and lots of experience.
Glad to hear that you insulated your coop. You won't regret it. Now is the time to double check your ventilation. It will be very important this winter to keep your humidity low to avoid any frostbite problems. Patandchickens has great pages both on ventilation and cold-weather.
Heat: Some folks use heat, some folks don't. You *might* be able to get away without it, depending on how many chickens you have and how large your coop is, but don't bet on it. Chickens are able to produce a fair amount of body heat, but it's awfully darned cold here and it lasts a good long time. Just because *maybe* they can handle it, doesn't mean that they should have to endure significant discomfort. I'd still recommend a heat lamp if your coop is on the larger side. Make sure it is VERY VERY secure. Even if you never need it (but I bet you will), it will be at the ready. You're going to have to get electricity to your coop anyways, so why not just set everything up now before it gets uncomfortable? I have a 6x8 coop for 4 birds and it is a devil to keep warm. Sorry, but I had to laugh at the guy from Kentucky who thought you shouldn't let it get warmer than 35-40... I was LUCKY when I could keep my coop at 10-15 and that's with heat - sometimes TWO separate sources too. BTW, you are definitely going to need a way to keep your water defrosted.... I recommend a heated dog water dish. They are very inexpensive and worth EVERY SINGLE PENNY.
Shoveling: My run is covered. Snow still blows in. Even tho it is very shallow, the chickens don't really like walking on it. They will if they have to, but I can tell that they don't like it. On a sunny day that is at least 10F, I will let them free-range in the yard, but they won't venture off of the shoveled pathway and prefer to roost on the plank I made for them next to the house. They don't come out much as there's really nothing for them to do with all that snow and the ground being frozen SOLID. And mine definitely don't like deep, soft snow. Don't know why but chicken footprints in the snow always cracks me up.
Lights: Some breeds really need more sunlight in order to keep laying. I had pretty good luck last winter without supplemental light. I feel that it gives them a break and keeps them more in sync with their own natural rhythms. They have two nice large windows in the coop, and the pop door, and that's all they got. That said, they actually laid better last winter (at -30F) than they did all this summer, so who knows what this winter will bring. BTW, a light earlier in the morning will add a little more heat to the coop at the coldest part of the day, just before sunrise.
Good luck on getting your first egg! It's like every day is Christmas!