My 2002 KJ was doing the same sort of thing. When you pull away from a stop, or sometimes just after you come to a stop, there would be a "clunk" which felt like it was in the drive line somewhere.
Well, I think I figured it out after I received my build sheet from Chrysler and saw that I have the limited slip rear axle. I did some research into limited slip additive and the reasons you need it. Turns out one of the symptoms of not having the additive is this clunking when stopping or starting!!!
So I bought some additive and put it in. I knew there was no additive because I had just changed the rear diff gear-oil. Had the same symptom before so I assume there was no additive before either (I just bought this Jeep). Amazingly enough, the clunk has gone away after a couple days of driving around town (maybe 30 miles total).
The explanation for this is that the clutches in the limited slip rear end may be slow to release without the additive. When they do release, there is a clunk felt in the drive line. Kinda makes sense, and that's what I read on the internet, which we know is always right.
Of course, if you don't have a limited slip, then this isn't your problem. My limited slip didn't have a tag anywhere on it, so I didn't realize it had one until I got the build sheet. It does behave like one, so I had my suspicions.