For winter, ventilation really is key. If you have girls with big combs, you may want to put something on them to keep frostbite away. I discovered Musher's Secret (from a post on this site!) and it worked for me last year.
I hear you about feeling bad, though. I have a heat plate in the coop that I turn on low at night when it's below freezing. Normally, I find them huddled on the OTHER side of the coop. This year, however, the molting girls sat next to it.
Welcome, and enjoy your chickens! I love mine!