Thanks for the posts.
I assumed that it was the trans: it sounded like a noisy pump, it was there at idle, it varied with engine rpm with each shift. However, the posts made me realize I wasn't sure. I crawled all over the trans and the noise did not seem to be coming from there. Eventually I tracked it down to the brake booster which is powered by the power steering pump (which itself is fairly quiet). Now I have to find if this brake booster noise is normal (which I seriously doubt).
The very good news is that I'd much rather have this part changed than have some mechanic go into the trans.
Now, if I fix this, the windshield wind noise, and the out of balance - I will relax.