Knocking Noise!!

I have a 2003 GMC Sierra Ext Cab Z71 short bed. I have started to notice a tapping or knocking noise coming from under the front end of my truck. When I reach 15 MPH or so I start hearing it. Thought it could be the U-joints on the drive shaft but we changed both of them out with new ones and I am still hearing it. Also ever now and then it will shift hard when going into second gear. A service 4WD message came on the dash display about a week or so ago. I read the forums about the steering column, but this noise occurs with the steering wheel straight. I fear the worst and pray it is not the transmission. Any other suggestions?!?!?! Thanks