We bought our 2002 XLS 2 weeks ago, and every so often when I am starting from a dead stop the thing will kind of make a clunk (one time) when shifting gears. I think it’s between 2nd and 3rd gear. It is an automatic, 4x4, V6 with 81,000 miles on it.
It doesn’t to it all the time and it has never done it with my wife. I can’t tell if it’s the tranny or the rear end and shifts very smoothly most of the time.
Any ideas? Thanks.
If it’s any consolation, I don’t like you either. 
It may be a matter of you driving a little more aggressively, causing some slop in the drivetrain to show up. After ensuring all the fluids are topped off and in good shape (transmission, differentials, transfer case), check the universal joints.
If the truck has full-time AWD, make sure all 4 tires are the same size and worn the same amount. Uneven tires will cause the transfer case to tear itself up.
As usual, NYbo has given good advice. While all of the things that he listed are definite possibilities, my money is on a universal joint as the source of the problem. Rather than having your drive shaft drop to the pavement unexpectedly, I would suggest that you check those u-joints a.s.a.p.
Thanks guys, I’ll check on these.