The easy way to run in clamshell mode.

[Spikeywan]

If you want to run your MacBook in clamshell mode whilst downloading a large file, or you simply want it to stay on when you close the lid, switch on WiFi sharing.

A note says that with this on, and the power cable plugged in, the machine will not switch off.

You don't need to faff around with external monitors, mice, keyboards, etc.

 

[Rocketpaul]

there is also an app called no sleep that does a similar job

http://www.macupdate.com/app/mac/37991/nosleep

 

[GGJstudios]

Caffeine will temporarily override your energy saver settings and keep your Mac awake with a click on the Menu Bar icon. Another click turns it off.

To keep your Mac notebook awake with the lid closed, use InsomniaX or InsomniaT (rebuild for SL) (fix for 2011 MPBs)

NoSleep also keeps your Mac notebook awake when you close the lid.