Less common now than it was 20 years ago, central heating knocking or banging is still very annoying. There are three main causes of banging:
1. Air bubbles trapped in the water of your central heating system expanding and collapsing can cause clicking noise. The best way to solve this is to use a radiator bleed key to release the air from the system. Turn your heating off, wait 10 minutes of so for the bubble to collect at the top of the radiators and then let it out with the key. You may have to do this a few time over the course of a few hours to get all the air out.
2. As the pipes in you house heat up they will expand, this expansion causes the pipes to move and warp very slightly. If they are resting against something hard this slight movement will generated popping noises as the pipes expand against the surface of the object. If the object is a piece of furniture then you can either move the furniture slightly or put a foam pad between them. Sometimes the noise comes from pipes that have been run through wooden joists, this can be very annoying to fix and may require you (ideally your plumber) to expand the hole that the pipes are in and then fill the gap with expanding foam.
3. The most serious and least likely cause is boiler kettling, this happens in hard water areas where limescale builds in in the boiler's heat exchanging and constricts/blocks the flow of water. As the pressure builds up the water turns in to steam, when these steam bubbles collapse and turn back in to water you get a rumbling/banging sound - to fix this you need to call our a heating engineer.