Could be any number of things. I'd double check that the bolts holding the caliper to the torque plate (bracket) are torque down correctly. Check that the pad clips have fallen off or were otherwise messed up. Check the torque on the lugs - easy one to miss and can cause this noise.
Could also be a simple case of relubricating the sliding pins (not sure if you had to reuse the old ones or the new caliper came with replacement pins). If the bushing for the pin is messed up, it can cause the caliper to "jump" making a thunking noise right when you touch the brake pedal.
Also a remote chance that there is a suspension related issue - could be CV slop, bad strut, bad wheel bearing, etc. Just happend to be coincidence that it popped up right after you worked on the brakes. Also note that some after market pads can make a lot of noise as well, until they bed in.
But I'd explore all the simple easier stuff first - double check that everything is torqued back up properly and test drive it some more.