MacBook Pro with Thunderbolt display - Why do programs always start on the laptop screen?
there are 2 ways to help you solve you issue


set the TB display as the "main" display. You can drag the "Menu bar" to the TB display in "System preferences"->Display setting, please refer the screen shot below. As you said the external TB display is most thing, so I suggest you this way.
 
You can setup App launch in individual desktop or display. Right-Click the App icon in the Dock and choice "Option",set the App launch at the display you want.