Try cranking your steering wheel all the way in either direction and then driving slowly forward. If you hear the clunking then, it is most likely U-joints.
I just had the exact same problem. With the wheel straight, you shouldn't get the noise, unless they are really bad.
I take that back, if it is 4X4, you should get one clunk as you take off with the wheel straight.
Is the noise coming from the wheel or is it more central to the vehicle?