installed H&R springs, Bilstein HD shocks and Struts, Replaced spring seats and strut mounts, swy bar links. Have a slight clunking sound on driver front side.
ANy ideas, I think it is sway bar. Should the links be tighten with a loaded or unloaded suspension. HELP

I did almost the same procedure to my '96 850 (minus replacing the springs) and had the same thing happen... I ended up finding two things: 1. The strut-to-steering knuckle bolts weren't tight enough, allowing them to slip up and down in nice (fun) hard turns.

2. The sway bar end links weren't tight enough, allowing them to clunk lightly with suspension movement. I'd say tighten both those up first and see what happens. Although, when you get the alignmnt done, they'll have to retighten the strut-to-steering knuckle bolts. That's what they adjust.

Doing this with a loaded suspension is okay... at least, I did it with the springs in (but wheels off, of course).

I would suggest using a torque wrench when doing this and following Haynes' specs.