How can I get notifications to pop up in my active display?
Try this: System Preferences -> Displays and drag menubar (small white stripe at the top of the blue box in the "Arrangement" tab) to your external (attached) display. Built-in notifications will be displayed on the monitor with main menubar.

In addition to this you may wish to explore Growl app (http://growl.info/), which allows you to setup notifications in more sophisticated way and configure them for several displays.