We converted an old wendy house, yes it was more work but the cost is less than that of buying a coop. We painted the inside with gloss and it's easy to clean and keep nice and airy.
The main advantage is the height, I can stand in there, which I think is a great advantage to cleaning a smaller house on my knees in winter!
But as Pipscarid said they huddle up close at night so really it's the run that's the important bit, and maybe have a section of it undercover for wet days (every day...)