The safest thing to do is to not use any electric heat unless absolutely unavoidable, like it is -20F and/or you are actually seeing trouble (first signs of frostbite or hyperthermia or illness).
Really, the less you use it, the less chance of problems. Chickens are generally quite cold-hardy in a well managed (well ventilated! dry! non drafty!) coop. And to the extent you want to moderate temperatures in the coop, there are a lot of other things to try BEFORE (IMHO) plugging in a lamp or heater. See page in my .sig below for some options.
That said, it is certainly possible to use a heatlamp more safely or less safely, and fires are much more apt to happen to the 'less safely', 'oh, I bet it'll be all right this way' crew. So picky-retentive prudence does tend to pay off if you are going to run a lamp of whatever sort. Use a guard; hang from two separate secure points on the lamp to two separate sturdy points on the coop using good chain; observe safe distances from bedding/walls/ceiling; etc.
Good luck, have fun,
Pat