I have just bought myself an Audigy 2 ZS sound card a few weeks ago and I have no problems with clicking noises.
I *used* to get clicking noises when I used to have an Audigy 1 sound card a couple of years ago and even downloading and installing the PCI latency patch at click here didn't seem to work so I went back to onboard sound.
I have a ViA chipset by the way, if you DO have a ViA chipset perhaps it might be worth you trying to download and install this patch?
Alternatively have you tried repositioning the sound card in another PCI slot as sometimes you can cure an IRQ conflict by doing so.
Also have you gone to the Creative website and searched for the latest drivers or even sent them an e-mail explaining the problem and asking for advice?
p.s. I can sympathise with you as I know how annoying the clicking noise can be especially when online as when I used to get it nearly every website link I clicked on produced the noise!