We live in NW Washington, and in the middle of winter we need to use a heat lamp. Our Marans roosters get frostbite on their poor combs, and then the girls peck at it. We battled with infection on a roosters comb until he passed.
As Egghead pointed out, frostbite is a ventilation problem, not a temperature problem. Chickens can easily handle sub-freezing temperatures as long as the coop is dry and draft-free (plenty of ventilation, but no drafts). Not enough ventilation traps moisture in the coop. That's where the frostbite comes from. By using a heat lamp, you're trying to put a Band-Aid on the symptom without solving the problem.