I'm in Kentucky, too. (South Central Kentucky)
Last winter I let them out if it was not too windy or rainy, and if it wasn't below 30 degrees or so. I am putting a roof over the entire run this summer (only half was covered last winter) so it'll be nicer for them when they do go out if it is raining.
I didn't heat my coop at all last winter, had no troubles, and I had some roos that lived outside 24/7 (slept in the barn) and they were fine. It usually warmed up to at least 38-40 degrees during the day last winter, so I figured that was ok for them.
There were only a couple of weeks that it got really nasty cold (in the teens) and I kept them in the entire time, they hated it. They wanted to go out so badly.
I am not sure what part of KY you are in, but you'll probably be ok with letting them choose to go out or stay in - just make sure they have an option of going Back in if they do get cold.
Peace -
Meriah