Originally Posted by Kimmo

The loudest noise should be the links hitting the jockey wheels as they wrap around them. Skittery clicking sounds are what you want to avoid, but you can also see the problem if it's happening - the chain will either be scraping on the next biggest cog or dragging its inner links against the teeth of the cog it's on, if your indexing is off. The front derailleur cage can also make noise if it's rubbing against the chain.