Get thud sound after applying brake

ball joints? u joints if applicable

Can you tell if it is coming from the front or the back?

I had a '99 Silverado 1500 4x4 that did the same thing. It was a common issue, and it turned out to be the rear leaf springs moving a bit on each other, causing a slight bumping noise upon braking & accelerating. The dealer actually installed these plastic end caps onto the main leaf, and it seemed to cure the problem as it added a cushion between the two pieces of steel/leafs. That was a GM fix for that problem. I haven't had that issue with my '07 2500 HD & I tow a lot, but sounds like it could be the same issue as you checked those other things already. Is your truck under warranty?? Ask your local GM Service people about it & see what they say.

are the lugnuts tight on all the wheels? there have been times after work has been done on a vehicle, that simple procedures have been forgetten which can lead to major issues.