noise under car

check exhaust may be hitting somewhere...

Straight-line rough roads or turning? I do know that one common source of 'clunking' in the 00-05 Impala's is the Intermediate Steering Shaft, to which there is a TSB out (warrenty notice), the mainly check if its bad by seeing if it 'clunks' on moderate to hard turns.

Checking if it everything is tight doesn't offer solutions. Often the bush on top of the strut has seperated and although tight will offer a lot of play

Like the other response said, it is most likely the steering shaft. It is a VERY common problem on these cars. There is a TSB for this problem, which means that the dealer is aware of it, and there is a way to fix it. your car is probably too old to have this covered under warranty, but it can't hurt to ask. If they wont cover the repair under warranty, it should cost about $100 to have the shaft removed and re-lubricated. Seth (ASE Certified Master Auto Technician)

When you say the sway bar does that include the end links or just the bushings?