Mine does it 50% of the time. Mine started almost the same week I bought it (Feb 2007, 2003.25 F250 6.0L 35,000mi). Just a real light clunk, barely perceptible. However, now at 93,000mi, it's happening right regular. There's a bulletin on this in the Dieselmann pages (sp?). Evidently, Ford says it's normal backlash. It's actually doing 2 shifts simultaneously, and the chances of both solenoids operating at the exact same speed for switching is quite low. A few milliseconds difference, and you get a clunk due to planetary cages reversing rotation. That's my $0.02. Dunno if it helps.
I'm pretty harsh on my transmission. Love the jackrabbit starts, but at 6,400lbs, I'm not sure it's the best thing!