Thanks everyone for your advice. I will post pictures tomorrow. I am currently getting the smaller cage ready. I too have struggled with putting them outside. Not because of the mess they make or their little attitudes, but because of those cold nights and yes, I'm imposing my human feelings toward these little wild creatures. I can put a heating pad under their nest box and I am not going to hesitate to do that. Fur coat or not. I want to make sure they are comfortable as long as I have them. I do believe they need to be outside though. They sit at the window everyday and just look outside. I know they want out. When they are at the window, I can't go near them. I think they think I'm going to put them back in their cage. They are starting to realize that they can stay out all day so they are trusting me a bit more when I visit them but I still keep my distance. I let them come to me.
We are lucky because we have mild winters. The way I look at it though is that eventually they are going to be outside. The longer I keep them indoors, the harder on them it will be to go outside. I can't imagine how scared they would be if they stayed in all winter and I threw them out in the spring. The sooner the better. I will be keeping them caged up though. That is why I got the bigger cage for them. Its going to be a lot of work to set up but it will be worth it. Since I can provide a heat source, I might put the younger ones out in December too.
I have thought about this for a long time and watched their temperaments go from sweet lovable little babies to wild animals who nip at me just to play. They are teaching me all about squirrels and I know in my gut it is the best thing for them. If I only had one, I would definitely keep it in doors but since there are three of them and the the younger two, they will be fine. I would not do it if I could not provide a heat source for the younger two. Both cages also have solid wooden nest boxes in them. I plan on building a roof for the larger one with shingles and everything so they don't get wet or snowed on. Their nest boxes are a perfect size to retain heat but enough room to move around for really cold days when they stay in.
I'll post pictures of what I've got so far. Thanks for all your help and I hope this post is helpful to everyone who is questioning this decision.