check the UJs in the proshafts and the CV joints in the front axle, also
maybe splines in the driving members on any hub - I forget which of these
are dodgy, but some are.

On the 110 I used to have, it made not so much of a clonk as a bloody great
clang, if you went from F to R too quickly.  Eventually decided that most of
this was wear in the front end of the transmission, and subsequently
replaceing on CV joint which started going clonkityclonk at full lock made
it better.  

Our M reg does the same, has since we have had it, over 5 years now. our
last range rover was the same too. If nothing is badly worn you may find its
just a little back lash on each bit which adds up to a big clonk. I find
that when changing gears, foot hard on the brake and change slowly, pausing
a second between each shift helps a lot.
Richard

When you drive inevitably you get transmission windup due to the wheels
travelling different distances the diffs take out most of this but you still
get some loading, when you change gear some of this is released and then
the slack is taken up thats when you get the clonk its down to that little
bit of play in the components. If you want to get mucky delect neutral  and
set the range selector to N as well - lie under the car in front of the rear
diff now grasp the prop shaft then twist clockwise and anti clockwise you
should feel the play and hear a gentle clonk its not really a worry
Derek

so Dom J was, like...

My RRC did that when I got it and was still doing it two years later when I
sold it.  No better, no worse.

"They all do that, Sir."