Dual monitors and OS X Lion : get menubar and app switcher on both displays

They can't appear on both screens. You can, however, have it swap to being on the external screen when the external screen is attached, by selecting "Arrangement" and just dragging the 'little grey bar' (not sure how else to describe it) onto the external screen. This also moves the quick switcher onto the big screen.

I have exactly the same setup as you - and the same annoyances - to solve mine I elevated my screen put the MBP underneath it - then I can have my menubar and switcher on the MBP and the apps themselves on the big screen.

Actually, there is a way to do this natively. (without downloading third party software)

Preferences > Mission Control

tick the box that says "Displays have separate spaces"

Then you will have to log out and log in back again to see the menu bar on both displays

Try SecondBar and Dock Spaces. I haven't gotten around to trying either yet but together they satisfy your request for the menu bar and dock though not the app switcher.