I just spent some time playing with a couple of Olympus micro four third cameras and I was surprised that when I took a picture, I felt the body of the camera jerking slightly. That's something I would expect on a SLR, since we have a mirror going back and forth really fast, but why is the same effect happening on a mirrorless camera? What is moving? Or am I missing something?
All SLDs, other than the Nikon 1 J1, have a mechanical shutter. This is most likely what you hear each time a shot is taken.
Most of them use the mechanical shutter at the beginning of the shot and all of them use one at the end. The latest models omit the front curtain to improve shutter-lag but that is because they found a way to reliable discharge the sensor fast enough.
On Olympus and Sony SLDs there is also a stabilization system which moves the sensor. It makes a gentle noise throughout the exposure but you won't hear it unless you are in a quiet environment.