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There are a bunch of threads on this subject you might want to 'search' for and browse.
To summarize, tho: well chosen breeds in a well managed coop with draft-free DRY (requiring 'well-ventilated') air are surprisingly cold-tolerant. Like to 0 F and below. Remember the temp inside the coop is generally somewhat warmer than the outdoor temperature.
Things you can do to improve heat capture/retention, without using electricity:
--insulate the bejeebers out of things, including the roof. Although obviously you will also still need good useable ventilation openings, preferably adjustable so you can decide how much on what side(s) to have open according to the weather.
--add insulation on the outside if practical, like hay/straw bales or even just snow piled against the coop. It does help.
--consider whether you can get some extra solar heat capture, but remember it has to be something you can shut/cover at night to prevent corresponding heat loss. If you feel like it you could consider a popcan type (in the general sense) passive solar panel; I have not used one per se but I have a greenhouseified leanto run on the front of my chicken building that does a surprisingly good job of warming the bldg for its size. But has to be manually opened and shut in morning/evening and if it clouds over.
--sometimes a coop lends itself to using large thermal mass, exposed to sunlight during the day, to mediate nighttime temperatures.
--it is not difficult to knock together a drop ceiling or insulated hover over/around the roost, or partition off a little 'coop within the coop' that includes the roost, if you want to concentrate their body heat better in the coldest part of hte winter. That way they have the advantages of both a small *and* a large coop
Good luck, have fun,
Pat
