I have a 2012 15" MBP (Non-Retina) that I use in clamshell mode most of the time. I've been doing some video encoding for a project I'm working on and was worried about head since when I'm encoding all processors are running at 100% and the fans are going full blast. I purchased iStat Menus to monitor the temperature and I found that while encoding with the screen fully open and processors running at 100% I was running at a steady 117ºF… while encoding with the screen closed and processors running at 100% I am running at a steady 122ºF. So, yes, it's running a bit warmer but that could probably be attributed to the fact that the GPU is powering a 27" Thunderbolt Display instead of the built-in 15" display.
My feeling is basically that Apple has built the clamshell-mode functionality into the machine and I don't think they would have done that if it was going to cause problems. I know that there are a lot of people who run their MBP's in clamshell mode (myself included) and I have yet to meet anyone who had encountered a problem doing this.