When I first bought my 2000 new, it had alot of trouble turning at the limit and wouldn't easily shift into 4Lo, that problem was fixed with a new transfer case.
I was the person that originally posted that I was having a knocking sound while turning, and it's like you describe, Crowml; it's really hard to locate, but seems to originate in the tranny area, possibly more towards the rear, but I wouldn't describe it as a vibration. For me, it's about ten consecutive knocks while turning (either way). I drive on an uneven brick-stone drive near work, and I believe I can even here it then, somewhat, while driving in a straight line.
I did take it to the dealership back then, and although they didn't fix it, they said it was not the CV joints (don't know how much faith to have that dealership's assessment, though). I can say that it’s been happening for a year and a half, and there’s been no ill effects on the way my VX drives (although I’m only driving her about 3K/yr).
Someone recently posted that a noise like that could be caused by the muffler and exhaust pipe being loose and banging around. When I move the pipe, I can hear a knock sound at my PowerVault muffler, but it’s way too faint to be the problem sound. My passenger says she can feel the knock on the floorboard, which would be where the transmission is. Sometime soon, I’ll take Green Dragon’s advice and try to move the wheels while the car is jacked up.