You mentioned you haven't owned a shaft drive before, and that spinning the wheel by hand is smooth.
Sound to me that you have back lash in the drive train, which is normal wear and tear if its within factory tolerance.
The drive shaft spline clearance and diff clearance all add up to clunking if the engine isn't pulling a load in one direction. (which is whats happening by driving the wheel in mid air)
You could try shifting into gear (engine off) whith wheel above ground and rock the wheel back and forth to listen for the noise, that's the back lash.