Winter Aviary? or Winter Free Range?

I've only ever has small flocks in urban settings that were in more permanent 'run' setups, now that I have land and am able to tractor and free range I realize i've never had to think about this.

For those of you that tractor/free range your chickens in 4 season climates. Do you have some sort of more permanent winter aviary that you keep poultry in during the winter? Or do you just continue to tractor/free range.  

What is your reasoning behind what you choose to do?

From;
the-definitive-guide-to-keeping-chickens-in-winter/
"During the winter you shouldn’t let your chickens free range: they should be kept in the coop/run area, and this is why it’s important that their run is ready for the wintertime.
The most important aspect of the run is to keep them safe from predators, but it should also help keep them warm."