Just throwing in my 2c in case anybody else stumbles upon this thread...
Firstly, Apple clearly documents that clamshell mode is supported, therefore there will be no "burning" of computers or voiding of warranties:
http://support.apple.com/kb/ht3131
Secondly, you don't need to have a mouse and keyboard attached prior to closing your laptop, nor do you need to install any other software to trigger clamshell mode. Simply plugging in any USB device will wake your laptop from sleep, and since it is closed, it will go into clamshell mode.
In the OP's scenario, you could have iTunes open with the desired playlist, track and AirPort Express selected, close your laptop to put it to sleep, plug in a USB keyboard (which will wake up the laptop into clamshell mode) and press enter/return to start playing, then unplug the keyboard if you desire (you can then open the laptop and use the built-in keyboard without aborting clamshell mode).