There is a built in heater and it does indeed take some juice to run it. Many EV drivers use a smartphone app to remotely start their car 5 or 10 minutes before they get in so that the car is pre-heated (or pre-air-conditioned in the summer) by the time they get in. This works especially well in the mornings since your car would still be plugged in and won't lose charge as a result.
It seems that in worst case situations, while driving in sub-freezing weather with the heater blasting, you can get up to 40% less than the EPA rated range. However, with a 200+ mile car like the Model S, the vast majority of people would still have double what they need in order to do their day-to-day driving.
Except when they drive home after parking in a normal parking lot with no electric.
So at about 6pm it will be 22 F and dark here today ,and its the warm day of the week here Thursdays and Friday's high will be ~ 16F,
Even worse maybe in the summer sitting at those traffic lights or traffic at ~ 100F with that sun beating on the car and into the coach thru the windows.