I've spent a lot of time using laptops from Dell, HP and Apple. Of the three, there's only one that I can say has very few problems when connecting an external monitor or projector... Apple. I know this seems fairly trivial, but I've been in many situations where a presentation is about to begin, and an HP or Dell laptop has a difficult time connecting to the projector (which normally results in attendees yelling "Press Function + F4!"). Not the case with Apple. Connecting external displays truly is plug-and-play.
Having said that, there is one thing that OS X can't detect and adjust for you... physical display alignment. What I mean by that is this... your MacBook Pro doesn't know where it physically sits compared to the screen it's connected to. It could sit higher or lower than the external display, and it could sit on the left or the right side of the external display. Here's what my own setup looks like:
As you can see, my laptop sits on the left side of my Cinema Display, and about in the middle. You can also see that this causes a problem when I am working on windows that cross over from one display to another (which is more often than you would think). To fix this, I need to go into System Preferences > Displays > Arrangement (note: this tab is only available when you have an external display attached). This is what my arrangement settings look like before making adjustments:
Adjusting the alignment of my displays is super simple. All you have to do is move your display so that the virtual displays in your settings closely match the physical setup (you can adjust the hight of the displays AND the horizontal location of each display). If you have more than 2 displays, it can be somewhat confusing to try and match the virtual display with the physical display. To identify which display is which, simply click on one of the virtual displays, and a red box will appear on the physical display.
In my case, I only needed to make slight vertical adjustments, which now looks like this: (notice how the height matches my physical setup):
With that adjustment made, here is what my final setup now looks like (notice that the logo now matches from one display to another):
As you can see, the size of the windows don't exactly match. This is because each display is using a slightly different screen resolution. An 800-pixel high window on a high resolution screen will appear smaller than the same window on a lower resolutions screen (in my case, the MacBook Pro display has a higher resolution than my Cinema Display). This can be fixed by adjusting the resolution on each display to match. (which is also done in System Preferences > Displays).