I've put about seven hundred miles on the bike since purchasing last month (it's at about 3400 now) and the shifting 'clunkiness' is still worrying me a little.

Each upshift seems pretty noisy and I really feel it in my toes.  I've spent a good amount of time reading about shifting on the forum to be sure it's not just a normal variant.  Read some of Clymer's on adjusting the clutch, too.

Also, if I try and shift into 1st gear when slowing down to a stop, it grinds and won't go into 1st unless I'm barely moving; kinda like an ol' VW beetle I had.

I pulled into a neighborhood on my way home today and checked the adjustment at the clutch lever and, sure enough, it was screwed all the way in from the previous owner.  I backed it out a little, rode around and made a couple more tweaks to be sure I'm getting the clutch fully engaged so I think that end is OK.  But it still 'clunks' into each gear.  The clutch doesn't release until the handle is all the way out now after my adjustment.  I liked it better the other way.  

I'm running Rotella T and the level is good.

Is this just the way these bikes shift?  Kinda loud each time?
Just wanna be sure I'm not harmin' anything.

That grinding noise when downshifting to 1st while moving is how the bike trains us not to do that. That's motorcycle talk for 'You're either gonna stop me or get me going again in 2nd'
If you do get it in to 1st, you'll probably hear it whine, with the clutch pulled in... Savages don't care much for 1st gear.

Rev matching and gently pushing the gear lever until it engages, instead of just jamming it into gear helps a lot on the Savage

Also I think the way the gearbox works is one of the reasons why it's called "Savage" :-D

With respect, I wouldn't try and put it in first while slowing for a stop. leave it in second and only go into first when stationary or under 5 mph

Excellent responses. Thanks folks. I'll continue on in my savage learning curve.