The noise itself is definitely coming from the cog. I did put the chain together myself, but that would only account for two links on the entire thing that might be a little stiff.
I don't know if I was clear with the way I said it, but there is a constant static clicking sound and then some louder ones... though it's louder than I would expect it to be, which is why I'm concerned. There's no sound at all when I'm just peddling it slowly, but it becomes louder the faster I peddle.
I think lube will help some though.