Probably best to stick with white, it has the majority of Knights.
Most importantly you probably want to choose some kind of "general". That way you have something to tie together the Knight theme. Knight Exemplar and Kinsbaile Cavalier are options. Hell, you can even play both. You don't need to play either though, but they do give you a reason to be running Knights. Another good Knights-matter card is War Falcon , I'd definitely recommend running it since it gets you 2 power and evasion for just one mana.
There's only one good one mana Knight, so I'd recommend running it if you can. That's Student of Warfare . He can be a 3/3 first striker on turn 2 if you need him to be. He's really good at using up what extra mana you have lying around.
Knight of the White Orchid it one of my top choices for Knights. If you're on the draw rather than the play it is almost always getting you a land and allowing you to have three mana on turn 2. Even if you are on the play it is sometimes worth it to just stay at two Plains until your opponent plays a third land, since you are getting a free land from your library if you do so.
Knight of the Holy Nimbus is another solid option. It is really hard to kill with both removal and creatures. So this guy sticks to the field well.
Knight of Meadowgrain is nuts against aggressive decks. The lifelink will help you stabilize and the first strike will eat their creatures.
Leonin Skyhunter and Spectral Rider are evasive options.
Silverblade Paladin is like a 4/2 that makes another knight do double damage. Good for the price.
Accorder Paladin is good if you have a lot of creatures on the board. It really makes you do a significant amount more of damage. Battle cry goes really good with first strike and is absolutely disgusting with double strike, common properties among Knights. If you play this you might also want to consider Signal Pest , it's not a Knight but it is very useful at dishing out that quick damage. You may also want to play Attended Knight in that case for the first strike and extra token.
Order of Leitbur // Order of the White Shield // White Shield Crusader is good against black, and is a decent way to capitalize on extra mana. Its body isn't that impressive on its own though, so they probably aren't worth playing maindeck unless you think you'll have extra mana laying around.
Adding Green actually gives you some really powerful options. So you might want to consider that.
Selesnya Charm is very powerful utility. Being a flash Knight, buff spell, or removal spell.
Knotvine Paladin will often attack as a 3/3, sometimes a 4/4, since your plan is to play Knights every turn.
Knight of the Reliquary is one of the most powerful creatures in Magic. It's only at its very best though when you have fetchlands like Windswept Heath in your deck and utility lands to fetch off of it though.
Knight of the Skyward Eye has the standard 2/2 body, but can really capitalize on extra mana late game.
Juniper Order Ranger is a little slow, but scary when it lands.
Wilt-Leaf Cavaliers is a good sized body for its cost, and can be played with whatever kind of mana you have available at the time unless you're playing colorless lands.
Wilt-Leaf Liege is like the generals, buffing your squad. However this one really helps with the multicolored guys by giving them +2/+2.
Going blue is another option if you want to play more controlling. In that case you get Lyev Skyknight who is a great evasive creature, Sky Hussar who's a good draw engine, Court Hussar who also helps get you cards and defend, and Thistledown Liege who is a general that can surprise your opponent out of nowhere.