ok, now, I don't live in cold weather, so I must post a disclaimer here that I've no real experience with those really cold places out there. The coldest it gets out here was 27, and usually not below 33, so please bear that in mind when reading my 2¢....
That said, my birds don't live in a walled-in coop either. they live in a long, 28'x7' pen (divided into 4 pens) where the windward side, each end, and the top is covered with tarps. Their perches are 4' off the ground. The entire lee side is open, so, I'm not keeping in any warmth at all. They've always done just fine. They are, after all, wearing down jackets and are sleeping next to little 102-degree bantam heaters.
Neither am I keeping in any moisture. I put down straw in the winter only because sometimes a little rain blows in, but even then, the floor is usually dry.
I have one coop that's solid on three sides except for the bottom 18-24" (covered with welded wire), with 3' solid across the top of the 4th side (the lee side). The perch is up behind this part. There they can sleep out of the draft, but the floor is always be able to dry as air can move across it at all times. However, even in this one I have more sniffles than in the pens