A well hidden rock or nail/screw in your tire. You at least might want to doublecheck the air in the tires while you've got a minute or two.
I don't think you need to start thinking about serious mechanical things yet...many things thump...sort of...but what you describe sounds mostly like a rubber on something...and before you start thinking of broken parts...sounds like you need to spend more time looking with loyal friend!
Upcoming comedy shows: March 3 at Broadway Comedy Club, NYC, 8 p.m. March 5, Tierney's Tavern, Montclair, NJ, 7:30 p.m. See Facebook for other shows and PM me if you can make one...love to see you there!
Mangofy your E46!