WE have a Hunter ceiling fan. It runs quietly on low and medium, it has a clicking noise on high. What causes that??

Does it have pull chains? Check the chains, they can bump into the housing or lights due to being slightly out of balance causing a wobble.

Does it shake at all?

General ceiling fan troubleshooting and help FAQ- Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-general-troubleshooting-and-FAQ.php#5)