I actually had two separate unusual metal-on-metal noises that I was able to find solutions to.
1. Lots of obvious/loud clicking from the front end shortly after the install of the Whiteline 24 mm adjustable sway bar and stock front endlinks set to stiff over every bump in the road and through every turn. Initially, I definitely didn't tighten the hardware enough. Everything was way too loose and rattling left and right as well as all over inside the holes. This might have caused a bit of damage to the endlink threads and/or slightly "egged" out the sway bar holes which I think is contributing to some of the noise I might be hearing now even though I cranked on everything slightly beyond the suggested torque spec. I haven't checked in a while though, so they might just be a little loose again - in which case, I'll use some high strength red Loc-tite, crank them a little more than last time, and hope for the best. If I find that the threads on the stock front endlinks are in pretty bad shape, I might have to find a creative solution or pick up some new stuff... time will tell.
2. Random metal-on-metal clunking in the rear a while after installing my Whiteline 22 mm rear sway bar, Perrin Stout Mounts, and Kartboy rear end links set to medium and then stiff. I found that the hardware on the passenger's side connecting the Kartboy endlink to the Whiteline sway bar had completely fallen out. When I hit bumps in the road, the disconnected endlink and sway bar would sometimes contact each other and make a light metal-on-metal noise. I just got some new hardware and used some red Loc-tite on it and cranked it beyond the torque specs again and so far, everything's holding up really well - the only visible damage was a few paint chips... everything seems structurally sound.
The main lesson I learned was to tighten aftermarket suspension components a little tighter than suggested... and use Loc-tite.
Right now, the only unusual noise I definitely hear sounds like it's coming from the front end of the car and it occurs most often when I back up into parking spaces and push the clutch in... it kind of clunks. I don't know if that's suspension-related or shift linkage-related or just some random creaking, but I want to investigate that further.
As far as running without sway bars (like when my rear bar was temporarily disconnected on one side), it's fine. Some guys remove their sway bars for rally-purposes so their suspension has more travel and the tires are able to contact the ground more on rougher terrain so they can go faster and have more control. On the street though, it's generally not the best idea since crisp handling is desirable and the sway bars help the body of the car resist leaning through turns.
In general, unusual noises are typically a sign that something is wrong. Pay attention to it and definitely investigate it if it gets worse.