This is just a short post based on my anecdotal experience with the wireless connection strength with my Macbook Pro 17". The connection strength drops off dramatically if you have the display lid closed vs open. This is especially apparent if you are at an extended range from your wireless router. I experienced drop-offs equivalent to ~25Mb/s open vs ~7Mb/s closed. What was interesting was it didn't matter how I oriented the closed Macbook. I assumed that if I prompt up the Macbook so that the closed lid was approximately the same orientation as it would be opened, that I would get the same download speeds, nope. The orientation didn't matter, just the fact that it was closed vs open.
So my word of advice is if you connect to an external display and usually keep your Macbook Pro closed, keep it open for better download speeds.