The bottom line is, no you don't need to insulate, and there are a lot of compelling reasons to not insulate: One reason that is not often mentioned, but which is the CHIEF reason why I don't insulate... at least in the conventional sense is: that insulation can be a haven for mites and mice. That being said: will your flock be more comfortable with insulation. I believe that it can be beneficial in that the coop will stay warmer in the winter, and cooler in the summer. Sure, lots of folks say it's not needed. But, IMO, there's a difference between chickens surviving the winter, and thriving through the winter. There were several weeks in a row last winter where the day time high didn't make it above zero, here. My chickens were so cold that their normal activity ceased. So I gave them a flower pot heater, and it seemed to make a difference in their activity level. They also ate MORE when they had the heater. Be sure they have plenty of ventilation and that that ventilation is NOT directly over their perches, or if it is, that it's at least a couple of feet above their heads. Also, as mentioned by MrsK (I think it was her) be sure to have your perches far enough away from the wall and ceiling that they don't touch either, including with their tail feathers. Make those perches wide enough that their feet will be flat on the perch, not having their toes wrapped around the perch.
We have a large coop with 2 separate runs. One side with nest boxes for my layers and one without, for my dinners. We, hopefully, will be adding siding to the outside of the coop on all sides. We will be tacking plywood up about 4 feet on the West and possibly North sides of the run, but will be leaving the Southern Exposure open. My runs are covered with metal roofing that has a steep pitch for Utah snow load. We will be adding some bedding to the interior of the coop to keep things toasty. Also we will be laying plywood over the interior to lower the ceilings. The roof is newly shingled, but is about 15 feet high. We feel that dropping the ceiling will help my girls (and the 2 ducks) use their own body heat to warm things up a bit. 
