When your furnace turns off, you may hear a loud rattling sound. This is likely the metal parts of your furnace cooling. You should contact a professional though because it could be something more serious. If there is a clanging sound, the pipes are most likely the source of the issue rather than the furnace. When the furnace is turned off and the pipes cool down, this might be the result of the pipes contracting.
A pinging or popping noise is probably coming from one of the ducts and is not particularly concerning. If your furnace is making an odd whining or vibrating noise, a technician should definitely come and take a look. When it gets cold outside, the furnace's burners may start to hum loudly. By reducing the burner flame with the off/pilot/on control, you can get rid of this noise.