Why can't I run my MacBook Pro in clamshell mode?
The only time I have seen this model fail to work reliably is when there was a problem with the AC power (and it then was continually, but momentarily on battery and sleep is the correct answer) or when the lid isn't securely closed (a drop has bent things inside, or the lid doesn't close firmly, or the stand allows the lid to wiggle open/closed a touch.
Have you poked around a bit to see if any of the things can be isolated (lid movement, power supply, connecting a USB device just to avoid a bluetooth drop from making it think it should sleep now).
You don't need these changes permanently, but just to isolate why it might work sometimes and not another. If it fails all the time, you might need it serviced since Lion has worked out most of the sleep/wake screen issues associated with clamshell mode. (and there sure were a lot on 10.6 when we didn't know the VRAM was being allocated, but not reallocated on lid opening events as described in the support article you mentioned)