I have the same issue and have replaced front diff mount and all bushings and have torqued everything-still have the clunk. I had the car on a rack, put the parking brake on and kept putting it into gear while a friend (a competent mechanic) listened and watched. He thought the movement was coming from within the strut canister. I have tightened then gland nuts to no avail. I probably need a shim on the strut but I am not yet in the mood to pull everything apart just yet.

Sounds to me like the diff, it's a good time to Change your fluid anyway right.

I put my rear wheels on ramps, put the car in top gear and crawled under, I rocked the car back and forth, then had a helper rock the crap out of it and finally saw the slack was int he moustache bar bolts on the back of the diff. I pulled them, loctited em and torqued the bejeezus out of em. Tried again and found that the other end of the moustache bar had movement and clunk also. Fixed that and no more clunk. I don't guess I need to tell you to not let the dang car fall off the ramps and smush you, do I?

'an annoying clunk in the drive-train' They came from the FACTORY that way new.

I have seen this in more than one new car review on the z.

http://www.uniquecarsandparts.com.au/car_info_datsun_260z.htm

But i will add this when i did rear wheel drum brake adjustment it helped with my clunk.