It doesn't usually get that cold here, but it does get below 0 degrees F. Our coops are not insulated. We make sure there is a thick layer of shavings, and we keep adding more as the chickens poop on it. I think that the poop starts to compost and that will add a bit of heat. The chickens don't seem to mind the cold. They don't lay many eggs, but that has more to do with the short daylight hours than the cold. We don't use a heat lamp because there's no electricity in our coops and they are too far from the house for an extension cord. We do try to make sure there are no drafts, although we do have vents so they get fresh air. The only thing we really worry about is frostbite. Breeds like Ameraucanas are good in the cold because they have very small combs, so frostbite is less of an issue than breeds with large combs and wattles.