After warming the bike for a few minutes I still get a loud 'clunk' when I select first gear.  Is this common? or Is it possible the clutch plates are sticking? 

NO All Harleys Clunk in to Gear,,, nothing to worrie about

Get ya'self a can of anti-Clunk...................................sorry m8 i've got nothin better to do .............

yep as stated, it's normal, but, if it stops clunking, then your in trouble  you'll have the cluck police on ya tail

lol - reading up on it on other sites it seems you should worry if it doesn't 'clunk' from neutral into first. Cans of anti-clunk? the clunk police? The truth is out there somewhere.

Apparently this has been something of a topic on USA HD Forums where I found some interesting stuff.  The solution to a no 'clunk' change from neutral to first (if you see it needing a solution) is to 'break the clutch loose'  by warming the bike and then move the bike with the clutch pulled in for a small distance, or, put it in gear before starting, then pulling in the clutch and roll the bike before putting it in neutral to start.  I don't know about the second, but I did the first one and guess what no 'clunk'. 

If it don't CLUNK, it's junk.

If it goes clank instead of clunk you should start to worry.

Not wanting to hijack the thread but i notice lately my 08 883c 5000km, dosent always clunk going into first, usually after a run slowing for lights etc,sort of goes all soft droping into first, is this likely to be a problem, wearing in or not enough load on the engine going down a gear?

Picked up a tip from a USA forum on adjusting the primary chain.

You do it with the bike on the side stand and motor running. You tension it up until it starts to whine and then back it off and nip up at 1/4 turn after it stops.

Works well and is quick and easy. No need to pull anything apart, just a spanner and allen key and your good to go.

thanks for the reply's, got it going in for the 5000k service on the 7th of Jan, so Ill get them to check it, extra info always good in case they try to BS me.