Indoors:
I grow my plants mostly indoors by the windows. It's a spacious flat and I'm fortunate in that I also have access to a naturally lit attic space (similar to conservatory type conditions), which has a few plants, and I could expand into further if needed. So they are in a variety of rooms, with windows facing in different directions and having different temperatures.

The plants near the Northeast-facing window are in the kitchen, these receive the least light and (apart from the attic space) are in the least heated room. These probably slow down the most in terms of the winter growth rate, being affected by the light and the temperature. The leaves can turn a little pale too. But they do okay. The other plants are near a Southwest-facing window; they do a little better, continuing to grow through the winter.

In winter I don't worry about plants getting too much sunshine, not much chance of that up here in Scotland!  I have venetian blinds on the Southwest window, but I just leave them open. In summer I need to be more careful, and by default set the blinds so that only slatted sunlight (a bit less than 50%) would get through. If the weather forecast is particularly cloudy then I may open up the blinds, remembering to set them back later.  It's best to err on the side of caution and not overexpose the plants. 

A conservatory: If you have your plants in a conservatory, then a lot will depend on the aspect. In winter they'll probably take as much light as they can get. In summer you need to avoid too much direct midday sun. The best cue is from the plants. Keep your eye on them and if they are suffering it will be quite apparent from their wilting. If you attend to them quickly enough it's unlikely they would suffer any permanent damage and should soon pick up once shaded a bit. A similar story to that for lack of water.

As for the temperature, as I have said, they can withstand the cold, just not freezing. It's unlikely that frost would affect a conservatory if it's connected to the house, but you could use a heater on low setting if it was forecast particularly bitter.

A greenhouse: You would need to be more careful about the temperature in a detached greenhouse. Unless you had some heater connected to a thermostat, winter would probably be a dangerous time. In the summer you’d need to ensure they were not fully exposed to the sun. You may also have more of a problem with pests such as whitefly.

However, taking these factors into consideration, a greenhouse would be an option. The plants can get pretty big during the summer, so a greenhouse could be used if you had limited space indoors.  You could then cut back the plants (‘harvest’ them) before winter, making them smaller so they could be brought indoors.

Heating: A question asked is "Can I / should I keep my plants near a heater?".  The thinking behind this, to protect them from excessive cold and/or to encourage faster growth.  There's reference already made to using heaters to protect from frost.  As to going further with this to encourage faster growth, I don't know.  My plants are all grown at room temperature and my flat is not exactly a hothouse.

One thing I would watch out for using a heater is any drying effect.  It may not be a good idea to have the plant too close to the heat source, for example, sitting on top of a storage heater.  This could have the effect of scorching the plant, drying the air too much in the immediate vicinity.  However, a potential remedy to this, aside from moving the plant, would be to also have a tray of open water close to the heat source.  The heater would have the effect of evaporating the water in the tray at the same time as warming the plant thus keeping the humidity.