Ok, found the answer myself. You can't just use xrandr to change the primary screen (to get the panel on your desired monitor). It will work but leads to the bug described above.
To make this work properly, you first have to change a gnome setting:
gconftool-2 -s --type boolean "/desktop/gnome/shell/windows/workspaces_only_on_primary" 0
By default, gnome uses the config file "~/.config/monitors.xml" to enable the monitor(s) the right way and also enable a second monitor when found. There will be a "configuration" group for every combination of connected monitors previously detected. In my case, there are 2 of those groups. One for "2 monitors connected" and one for "1 monitor connected". (by the way: you can change that config file by using the gnome monitor settings dialog)
E.g:
First one: "2 monitors detected"
<configuration>
<clone>no</clone>
<output name="LVDS1">
<vendor>APP</vendor>
<product>0x9ca3</product>
<serial>0x00000000</serial>
<width>1440</width>
<height>900</height>
<rate>60</rate>
<x>0</x>
<y>252</y>
<rotation>normal</rotation>
<reflect_x>no</reflect_x>
<reflect_y>no</reflect_y>
<primary>yes</primary>
</output>
<output name="VGA1">
</output>
<output name="HDMI1">
<vendor>SAM</vendor>
<product>0x041f</product>
<serial>0x4d593233</serial>
<width>2048</width>
<height>1152</height>
<rate>60</rate>
<x>1440</x>
<y>0</y>
<rotation>normal</rotation>
<reflect_x>no</reflect_x>
<reflect_y>no</reflect_y>
<primary>no</primary>
</output>
<output name="DP1">
</output>
Second one: "1 monitor detected"
<configuration>
<clone>no</clone>
<output name="LVDS1">
<vendor>APP</vendor>
<product>0x9ca3</product>
<serial>0x00000000</serial>
<width>1440</width>
<height>900</height>
<rate>60</rate>
<x>0</x>
<y>0</y>
<rotation>normal</rotation>
<reflect_x>no</reflect_x>
<reflect_y>no</reflect_y>
<primary>yes</primary>
</output>
<output name="VGA1">
</output>
<output name="HDMI1">
</output>
<output name="DP1">
</output>
In order to get the second screen as primary when connected, you only have to switch the "primary" values in the first "configuration" group. This way, gnome-shell will automatically detect and enable the second monitor as primary and of course, without any bugs like dead space on desktop or tiled wallpapers...