Chickens can keep themselves plenty warm, just hold one for about 5 minute and feel the heat they generate, you will be surprised. Keep them dry and they will be fine without the heat lamp even in freezing temperatures. I put fake plastic easter eggs that are the color of the eggs my hens will lay in my nest boxes to encourage them to use it. I dont know if it will work yet, as its still about a month before they start laying, but I read that a golf ball or something like that will give them an idea.
