I too, like the covered and enclosed run. That is our eventual goal, but for now, we have to make due without one. So my sweet husband uses the snow blower to clean snow out of the run. I too like to put some hay out for them so they aren't walking in snow or mud. I also try to keep a kiddie pool full of dirt and sand so they have somewhere to scratch in the winter. I cover it with a tarp during inclement weather and then uncover it once the sun comes out and make a hay covered path to it.
In the coop, we have switched from shavings and straw to sand. We have had it for a year now and LOVE it. We have it about 4" deep. It is very easy to clean and seems to keep the floor warmer than shavings. And there is no shoveling out what seems like tons of shavings and chicken poop every spring. I also hated the idea of that poop building up for months on end. I just clean the sand with a cat liter scooper once a week when I clean out the poop boards and it stays really nice. I have noticed also that it makes for a soft landing when they jump off the perch.
We have switched to Brite Tap water nipples on the gallon jugs and they are working out wonderfully well. The insulated jugs keep the water warm and clean and you can add whatever you want to their water. If I want to warm up the water, I just heat up a tea kettle full of water and carry it out with me and add it to the jugs. We have two 1 gallon jugs inside the coop. No water leaks or gets spilled and when I need to carry them inside to clean them out, which isn't very often, they are easy for me to carry, fill and return to the coop. If they do dribble some water onto the sand, it is an easy matter to just remove the bit of wet sand.
We have a hanging feeder in the coop and a metal pan for treats and a couple of those hanging balls to put treats in and let the chickens peck at, as well as their their bowls for oyster shell and sun flower seeds. They have a bench, a ladder and a couple of shelves in the coop to hop up and down on and they have access to the goat house as well. They love hanging out with the goats for some strange reason.
Our coop is a converted shed that was very sturdily built and we have no insulation in it at this point. Not sure if we will be putting any in or not. So far, it seems to stay very comfortable in the coop without additional heat or insulation. We also have two vintage windows we will be installing on the south side of the coop for additional light and ventilation in the coop.
While our winter temps rarely go below the teens (we do get occasional cold snaps of single digit temps, but in 20 years, I have never seen it go below 0) we can get large amounts of snow, which makes things difficult. We do have plans to cover and enclose the run, but we have things that must be done to the human house first. I keep a close eye on the temps and if necessary, put vaseline on the girls with large combs.
We have used an old wooden ladder for their perch and so the boards are all nice and flat and smooth, so they are able to roost and keep their toes covered with their bodies. The ladder rungs are fairly close together as well and so they are able to "snuggle" up to each other for warmth during the night.
Our goal with this coop as been to make things work as easily as possible since we are not getting any younger. I like a neat and tidy coop and have done what I can to make keeping it clean easier as well. As we can afford it, we will add a roof to the run and then close it in, which will make things even easier in the winter, but for now we are doing the best we can and it is working well for us.