Changing dual-monitor settings without closing the laptop lid on OS X
Solution 1:
While I agree that this limitation of the OS is annoying, Mac laptops are designed to be usable while closed without encountering any heat issues.
Solution 2:
You can also set the computer to use the external monitor as the primary monitor by plugging it in and then under arrangement in the display settings, drag the little white bar onto the external display. Once you have done this you can either ignore or make use of the laptop display as a secondary monitor, or if it bothers you turn down the backlight until it goes off.
OS X will remember that you want the external display to be the primary display, and all you have to do then is turn down/off the laptop display. Not automatic, but it is close and free.
The solution I offered earlier would be a more permanent solution.
Solution 3:
I had the same issue. I'm just trying SwitchResX and I think it solves the problem. Running it for the first time though so I'm not sure yet.