My wheels used to click as well when I first got my car. I installed new wheels and tires and the clicking went away.
My thought is that it is the rotors or rotor hats. Many many people have reported the sound going away after simply taking the wheels off and reinstalling them. I think it is probably the wheel lugs being unevenly torqued, causing the rotor hats to warp or flex.
One thing you can do is make sure the wheels are hand-torqued, not air ratcheted on.