I constantly hear a ticking noise coming from all speakers when radio is on(VW jetta). What could cause this?

I'm not sure about all that. In 11 years I've never seen an effective noise filter. Has it always done this? You could have a bad component (head unit or amp). Something like a single bad resistor can cause noises.

If the speed of the ticking increases with the speed of the engine then you're picking up some interference. Two most likely causes are in the power line in which case you need to install a choke coil (noise filter) in the power line to the radio. Possibility no 2 is interference from the ignition system. Most modern cars are pretty good with this, so if this is the source of your noise, you may have something wrong with your ignition system, like bad spark plug wires, coil or even the wrong spark plugs. This really is pretty rare these days so i suspect you need to install a noise filter in your power line to the radio.