I'd crawl around under there and have a good look before going through the trouble of replacing things that could possibly be OK. Grab ahold of things and move 'em around and see if you can get the thump to occur- I've had some thumps from underneath under circumstances similar to what you describe and once it was the exhaust bumping and another time it was related to the orientation of the rear swaybar mounts (but that sounded like it was more from the back). I've learned the hard way that it's always better to correctly diagnose first than it is to just start replacing things that 'might' be the problem!
Tom
NYC