I moved mine into the coop at exactly two weeks old - and they did just fine. I initially hung the brooder lamp in the midldle of the coop, but they really liked to huddle in a corner at first - for security I guess. So I ended up moving the lamp over to point to that corner and they seemed really happy with it. I only turned it on for them the first couple of nights, and then night temps only went down to around 70, so I stopped using it. They will be 5 weeks old and sometimes the temps go down to around 60 at night - and a couple times it's been high 50s - and the chicks have been just fine.
I started using pine chips in their brooder when they were 2 days old, so I just kept using pine chips when I moved them to the coop. I'm doing the deep litter method, so I just add pine chips to the top layer every 5 days or so.
My chicks LOVE being in the coop. Within a day of the move they were up to highest roost - and shortly after that I found them in the windows. Now they love to sit on my shoulders or head when I go in to visit. I think you and your chicks are going to be really happy when they get to the coop. So much easier to really visit with them when you can sit on the floor with them!
Penny