How cold does it get where you are? Do you have cold sensitive breeds of chickens?
I'm in North Texas, and I have sand in my coops and runs. Our winters are mild, but I have tiny cold sensitive Serama cross breed bantams. They had no problem last winter, but on below freezing nights I did bring my flock into our attached garage and bedded them down in dog crates with pine shavings in them. They probably would have been fine without this step, but I did it so I wouldn't worry all night about them.
We had several days that stayed in the 20's, and the flock was outside in their run with no problem whatsoever. They didn't even sit on their roosts fluffed up, but were just as active on the ground as they usually are.