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clicking noise should be normal. does it go away as the car warms up? the Neons are known for lot of valve chatter when its cold (or when just starting the car), and some are known for the fuel injectors making a clicking noise (such as like on the 2.4Ls)
how does it sound if you turn the wheel? screeching sounds like it could possibly be the power steering pump or one of the belts. when its wet outside, my power steering belt screetch like crazy!