I use my MacBook Pro (Unibody) in clam shell mode all the time without any problems - have done for a long time now.
I have two DisplayLink devices attached to a USB hub and a third monitor on the display port connection.
I turn the MacBook on and then immediately close the lid - OSX boots up and all is good. The only problems I have are the arrangement of the three panels geting messed up each time I boot and if I let the MacBook go to sleep, coming out of sleep results in the DisplayLink panels not working.
Hope that helps?
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