this is my first winter with my chickens but here is what I have done so far. I insulated their coop with 1" foam board, did the roof with regular insulation. I put black plastic all around the bottom of the coop on the outside and lined it all with bales of hay. I covered their big screen window with heavy platic but it is still clear enough for sun to get in. I am now working on their run. I am going to cover top with a heavy duty tarp and wrap it in plastic to keep out snow and wind so they can at least still come outside once in awhile. I bought a infra red light too put on for those really cold nights and also have a heated water base.
Make sure there are not going to be drafts (big nor small) blowing on the chickens (neither on the floor, nor on their roost). But make sure you have plenty of adjustable ventilation so that you can always have as much open as possible, possibly shutting off the upwind side as the weather changes.
A heated waterer or waterer base is really really nice in cold climates but probably not absolutely essential where you live if you don't mind bringing them fresh water a couple times a day.
And make sure there are no leaks from roof/windows/waterer -- you want your bedding nice and dry.
I invested in a double-walled waterer and a heater base for underneath. This will go up on a patio block supported by cinder blocks. The concrete is also good for them in winter so they can sharpen their beaks. Our coop is insulated, and we'll use extra nest box bedding and more litter on the floor. Everything we've done is in website below. We began building last February, so we were reminded immediately how cold it would be! Oh and a thermometer in the cop is very useful.