With respect to the transmission clunk, have you tried to re-set it? It is quite simple:
1) get in the car and turn the ignition on, but do not actually start the car.
2) press the accelerator to the floor as far as it will go. Keep it there for about one minute (I forget the minimum time required)
3) release accelerator pedal, turn ignition off.
4) start the car and see if your problem hasn't gone away.
Some folks report hearing a slight noise from the tranny during this procedure, but I haven't heard that myself. This procedure is widely circulated on the E60 forum, but I haven't seen it here (nor have I looked very hard).
What this does, is that it re-sets the "learned behavior" the tranny has acquired from your driving style. You are now back to factory spec, but the tranny will learn again and adjust to your driving style over time. In my case, I find the vehicle being more preppy after a reset, kind of half way between "D" and "SD" in shift points etc etc.
A couple of weeks ago, I test drove (and later purchased) a 2007 X3si. The car had been on the dealer's lot for a while and it had the original battery. It had to be jump started before the test drive. I immediately noticed that the tranny wouldn't shift gear and there was no "SD" mode. Also, the yellow light (gear symbol with exclamation point inside) was on. Returning to the dealer lot, I suggested a tranny reset to the sales person. He had no idea what I was talking about. After the above procedure, we took the car out again and it shifted like a dream. I believe the low battery/jump start spooked the tranny electronics and it just needed all that funky data cleaned out.
His: 2007 530i - ED
Mystic Blue -- Black Leather -- Anthracite -- Multi-contour Seats -- Premium Package -- Steptronic -- Navigation
Ordered: 4/12/06 -- Production Number: 4/17/06 -- VIN/Start of Production: 5/15/06 -- Completed: 5/20/06
Munich Pick Up: 6/22/06 -- Dingolfing: 6/23/06 -- Drop Off: 7/12/06 -- Aboard M/V "Green Point" with ETA Port Hueneme 8/16/06 - Redelivery: 9/1/06 - De-badged 1/1/07
Hers: 2007 X3 3.0Si