thumbsup to the insomniaX but I have never had any issues with leaving my MBP in clamshell mode. I would like to see some hard proof of clamshell mode damaging a laptop.
This is normal. Once closed, just click your mouse or type anything on the keyboard and it will wake up the mac on the external display.
I use the same setup. Also, if you want to immediately have it switch to the external monitor at boot time, just make sure the monitor is on before your mac. Press the power button on the mac and immediately close it.
Here are some instructions. However, I noticed you didn't necessarily specify what keyboard/mouse set up you have, so the first suggestion up page might be what you need.