The above comment is not correct, if you have an external screen that you can attach it to you can set it up so that the screen being closed does not put the MB to sleep. I am not sure if attaching it to the secondary screen is essential to it not going to sleep, but if it is not, then you have the perfect answer. if it is essential then you have a possibility.
There is no reason to worry about heat issues for the exact reason that I noted above, i.e., the ability to run the MB on a screen with the lid closed. apple would not enable an publicize, for a while now, an option that would allow the entire system to be hurt by heat.