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As big a coop as you can manage. I would absolutely not suggest anything less than about 10x12 (plus a reasonably sheltered run or other area to go outside)... and personally I don't feel good about keeping my chickens in less than about three-four times that space, *plus* run.
Realistically, with that number of chickens, the controlling factor is not going to be "what's best for the chickens" but "what can you provide" and then just hope it works out ok. The thing to remember is that cannibalism cannot always be stopped, short of making soup out of the whole flock, once it has started -- and the less space they have, the more chance it will start.
Beyond that, as long as they have plenty of bedding, GOOD VENTILATION (yes, even in wintertime -- humid air is really more of a problem for frostbite than simple cold is), and plenty of liquid water and good food, they will be fine. Unless you have a very non cold hardy breed, or poor coop management, they should not need a heat lamp, although it can't hurt to have electricity available just in case (and electricity is sure handy for running a waterer heater to keep things from freezing up...)
Good luck, have fun,
Pat