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!
I'm so depressed. No one wants to come see me. :(
Mangofy your E46!