2 winters ago my 2007 MZ5 (at less than 40k miles) started to make this loud clunking/thumping noise. I really thought a bolt had come loose on the cross member, but after bringing the car on the lift I couldn't find anything loose. The front struts felt fine, the front of the car wasn't bouncing all over the place or anything. I didn't think it was the loose nut by the windshield base, 'cos it sounded it was coming from the front suspension. And the funny thing is, when it's not cold out, the noise will be gone. I would hear a muted thud/thumping noise, but not loud clunking noise. Once it got cold, the noise would come back again.
After much reading here, it sounds like my problem was the front stabilizer bushings that's gone bad. The parts are cheap, but putting them on myself on the street is a no no. So I took it to the shop where I used work, my buddy put the bushings on in a little over half hour, and my car is now so dang quiet! I wish I took a picture of the old ones, but one of them had this look of a spun bearing, if that makes any sense. You could tell the bar's been rubbing on it. Btw, the new ones from Mazda has little lines across the inside of the bushings.
Even when brand new, I always hear this soft thud when turning left over a bump, at a specific street by my house. Then it progressively got worse until it got really bad, just going a little bump will make a lot of noise.
Just saying thanks to the community here. This place saved my butt when I needed to replace my rear shocks myself, my front and rear brakes, when I needed to replace my remote, reset my front windows, and now the ever annoying noise from the front suspension. Cheers!