When I make a turn in my 2002 Tahoe, you can hear the steering wheel make a creaking sound....any ideas and or fixes on this?

Have you been to see your dealer yet?
Is it the upper or lower part?

The info below may be some of your problem.
MT

Seems GM is on a merry-go-round with this problem. At first they were lubing the shart. Then they started replacing the shaft with what they said was a re-design.
The latest from GM:
Subject: Clunking Noise Under Hood and Can Be Felt in the Steering Wheel and/or Steering Column (Lubricate Intermediate Steering Shaft Assemby) #00-02-35-003J - (01/30/2006)
Models: 2002-2006 Cadillac Escalade Models
1999-2006 Chevrolet Silverado Models
2000-2006 Chevrolet Suburban, Tahoe Models
2002-2006 Chevrolet Avalanche
1999-2006 GMC Sierra Models
2000-2006 GMC Yukon, Yukon XL Models
2003-2006 HUMMER H2
Based on recent Engineering validation testing, it has now been determined that either grease ( Molycote Grease (dark color) or NYE Grease (yellowish color )) can be used on all vehicles noted in this bulletin. Either grease will provide a significantly longer interval than replacing the I-shaft itself. Please discard Corporate Bulletin Number 00-02-35-003I (Section 02 -- Steering).
Correction:
DO THIS: Lubricate the intermediate shaft using P/N 26098419.
DO NOT REPLACE the following intermediate shaft P/N's:
P/N 88965505
P/N 89060582
P/N 19149105
Notice: To properly grease the splines, the I-shaft MUST be removed from the vehicle. Failure to do so will result in a repeat repair and a dissatisfied customer.
Only information part of TSB shown. The rest is the lube procedure steps. Information provided by Alldata DIY.

My 01 has been doing that for a few years now. Last I heard was Chevy was not doing anything. I have learned to live with it. Is there any damage being done if you don't get it lubed?