You're more than welcome!
Low saves can definitely be a bad time. In PVE, you can play around it pretty consistently with consumables, but it's a vulnerability that tends to haunt non-divine mundane builds. Your high base-saves armor-and-shield- types are paladins and divine champions, which can be a lot fun but also dictate the character concept to a degree. You can also get around it to some extent with (high-end, very time consuming) gear enchantment.
If you're worried about saves but want something traditionally knight-like, perhaps something along the lines of a 17 Fighter / 10 Knight / 3 [Bard/Rogue/Specialist]? It's a fairly straightforward brawler, though doesn't really have a whole lot going on besides being generally solid. You're essentially trading a weapon master's damage for some party support.
You could use the bonus feats afforded by fighter to fetch save-boosting feats, and spend one of your two starting gifts on a boost to saves as well. If you play around with your level spread so that you're taking seven of those fighter levels in epics (so, pre-epic is 10 FTR 10 Knight), you could shore them up more with epic feats. Kalo's build calculator's fantastic if you feel like playing around with options.
As to class alternatives:
Cavalier's handy because it grants bonus feats the same way fighter does; so it gives a fair bit of build utility outside of the cool horse factor. You could go for something like fighter instead and keep the bonus feats. You'd also be able to grab weapon specialisation and epic weapon specialisation for an extra +4 damage, which isn't something to sneeze at.
You're likely to see a three-level dip in a lot of builds like this. It'll usually be rogue, bard, or specialist, since all these classes grant access to tumble, which'll give you three more AC than you'll get without it. The build above uses it since cavalier and knight are both prestige classes, so it had to start with something that had tumble if it was going to get the skill at all.
Rogue benefits high-save builds more, since evasion means that any reflex save you do make will result in no damage instead of the 1/2 damage that many spells get. Bard can take spellcraft, which'll net you +3 on your saves. Again, useful! Specialist gives access to a rogue's skill spread (locks! traps! spot!) and spellcraft, but you don't get evasion. You're not compelled to RP a sneaky, lurking-in-back-alleys type just for taking rogue. It's often just RP'd as variety in the character's experience.
There's some more builds here, if you search 'knight' on the page. They're a little outdated now (skill points and most of them rely on barbarian or divine classes, but it might help spark some ideas!