You didn't say so, but I'll assume you're running these fans at less than full speed.
On all but a few very high-end motherboards, 3-pin fan speed control is done with PWM (pulse-width modulation, aka duty cycle) control, where the fan voltage is switched between 12V and 0V in a square wave. In general, this messes up the speed sense circuit inside the fan, so to compensate, the controller chips used on almost all motherboards sends a long 12V pulse a few times per second so that the sense circuit can run at full voltage for more than half a rotation, which allows it to accurately report the fan's RPM.
The click is caused by the sudden increase in torque in the fan motor when the duty cycle is increased from (say) 50% to 100%.
Some fans make louder clicks than others. For instance, Nexus orange fans (which are based on the Yate Loon), are often silent, but many of them also click.
i7 2600K CPU@4.4 GHz, Asrock Z68, 8GB Corsair Vengeance 1866 CL9, Intel X25M + Samsung HD502HI 500GB, Internal i7 graphics, Antec P180 case, Seasonic X-400 fanless PS, Megahalems CPU HS, Nexus 3-pin & AC PWM fans ~ 600 RPM, AcoustiPack foam, homemade ducts.