Your chickens will be just fine without a heat lamp. As a matter of fact, providing artificial heat could well cause more harm than good. If they've become accustomed to the heat lamp and your electricity goes out, they will be left with no natural protection because they will not have become acclimated to the cold. They are well insulated with all those feathers. I live in MN where it gets down in to the teens and 20's below zero in the winter (and sometimes even colder than that). The only heat in my coop is the heated water dish. They have lots of deep, fresh straw on the floor, and a well ventilated coop. "Well ventilated" meaning there are vented soffits around the top, and not drafty. Give them shelter from the wind, rain and snow and they'll be fine. It's been in the 20's here at night and I still haven't put the windows back in the coops...
