In my experience rabbits are extremely cold hardy animals, and they'll do just fine in a sheltered hutch with a good bed of straw. I have three that've been doing great through our cold winter with no heat lamps or heat sources of any kind. We've had several week long cold snaps down to -35C/-31F (down to -47C/-52F with windchill). The rabbits are thriving, and it's all their first winter. Two come from some pretty hardy stock, with the other coming from a rabbit factory farm setting which never bred for winter hardiness.
I surrounded the hutch with
flax straw, and put in a good deep layer (6-8 inches) of wheat straw inside for them. They also each have access to a south facing window for solar heat. My insulation isn't very thick, nor are the cages draft proof (for ventilation purposes). The rabbits are healthy with no signs of frostbitten ears, or any other exposure problems.
A friend of mine (who I got the hardy stock from) has rabbits in this same set up, with no heat sources beyond their collective body heat and the sun. Two of her rabbits just gave birth this week, and all the babies survived and are doing fine.
In my opinion, I don't think rabbits ever need supplemental heating sources as long as they are sheltered from the wind, and can get the sun as a heat source. I also think Craig Dobbelyu is right about the risks of heat source failure. Just my two cents. Cheers!