I live in Maine as well and our rule of thumb is below 10 degrees at night and the birds get a heat lamp. It is hung from the ceiling in the center of the coop. The coop is draft free for the most part but not insulated. We watch the weather and put the heat lamp on a timer so it will only come on during the coldest part of the night. We also have a thermometer at floor level to monitor temp during the cold days.
Out of curiosity, have you done any pseudo-scientific "testing" to see what affect the heat lamp has? Do the girls a huddle under it all day and/or night? Or at the other extreme, do they go about their business and ignore it?
Inquiring minds want to know!
Bruce