Chevaux, you've certainly got it worse than we do. We're still at the point of the year where we're cycling between freezing and thawing. I won't use a heat lamp, as we rarely get below 0F, though we do tend to settle in between 10F and 20F for most of January and February. But, I need to get the heated water bowl set up- so far, I can still get away with refilling the regular plastic waterers with hot water on cold days to keep the ice away, but I know there's not much longer until we'll be below freezing all day.
My 6 pullets haven't seen snow yet, but so far they seem relatively hardy- I think it's been good they've had these "up and down" weeks where they can get used to the colder temps. On the coldest morning, I did catch my smallest girl huddled under a bush shivering, but I got her to drink some warm water and she took off running after that. They have a new coop going into this winter, and I hope we won't see some of the frostbite problems we had last year- that old coop was terribly drafty.
I do regret that they're going to get less free ranging time as the weather is consistently colder though- I do feel that I need to be able to monitor them outside given the way I've lost a couple of my birds, and I can only stand so much cold ;)