Forget about "should". Do not think in terms of "have to" or even "best". There are a lot of different things you "can" do that will work out great. We all want what is best for our chicks but "best" is just an opinion. Don't let it stress you out thinking you have to.
Chicks can handle cold really well if they are fully feathered out. For most chicks that is usually around 4 to 5 weeks of age. There are some other considerations though. Can they get out of a cold wind? A cold wind blowing on them is not good. Do they have decent ventilation? If the area they are in can't get rid of excess moisture even older chickens are threatened with frostbite when it is below freezing. How well are they acclimated? I once took a plane trip from living and being used to 90 degree weather to an area right at freezing. Boy did I suffer even though I was dressed properly. And how well have they been eating? A higher protein diet helps chicks feather out faster. That's a big reason chick Starter typically has a higher protein content than chick Grower.
I put my chicks in a large brooder in the coop straight from the incubator or post office, even if it is below freezing outside. One end of that brooder is kept toasty warm but I've seen ice and frost on the far end some mornings. I've had chicks from that brooder go through nights in the mid 20's Fahrenheit with no supplemental heat when they were just over 5 weeks old. The grow-out pen where I put them has great breeze protection down low but the top is highly ventilated. Rain cannot get in so they stay dry. I've done this a few times and never lost a chick, which means I could probably do it even younger. But just because I could probably do it younger doesn't mean I feel any pressure to do it younger. I usually leave my chicks in that brooder for five weeks in the heat of summer too, I just don't use a heat lamp that much. In a really hot summer I once turned the daytime heat off at 2 days and the overnight heat off at 5 days. They did not need it.
If you brood them in your house, it may be important to you to get them outside as soon as possible because of dust, noise, or smell. For some people that is not important.
Watching chicks raised by a broody can show you how tough those chicks can be. I've seen chicks much younger than 4 weeks old handle much colder temperatures than many people believe possible, much cooler than that 5 degrees a week drop you often see on this forum. But just because you can doesn't mean you have to. You can choose to be even safer than I choose to be without hurting your chicks.
