Fresh Egg, I live in the same town and do not have any insulation. In fact, I don't know of anyone around here that does. Insulation usually adds way too many problems and the birds simply do not need it. The birds generate a lot of heat and moisture and that needs to be eliminated from the coop quickly. Protection from drafts and wind is what you need to concern yourself with. If you do not have enough ventilation the moisture build-up in there will be pretty bad and that is what causes frostbite, not the cold. I will rarely move a small radiator style heater into the coop for short perods but only if something is going on in there that makes me want to do so, i.e. illness or making sure no frozen combs before a show. Last winter I let too much moisture build by not changing the litter quickly enough after some heavy rains and got frostbite on a rooster while the temps were only in the 20's. Once I kept a better eye on things they had no problems, even when the temps were down to single digits. As one more example, last winter we had particularly nasty storm, very windy and cold (single digits I believe), but it only dropped about 6" of snow. I went outside the following morning to let the birds out and discovered that my little frizzle hen somehow never made it into the coop the night before and was outside all night! As soon as she saw me she came running around the pen and rejoined the flock as if nothing had ever happened!
Richard