Ok, it seems that every one and their brother says that
Chaos knights are the "no brainer" choice here.
My problem is that I just can't make a 1+ armor save to
save my poor little knights lives.

I was just at a Tournament in Memphis (Great! by the way)
and had 2 of my 5 man units of Khorne knight charged in the
front by 2, 6 man units of Slaanesh knights. Go figure, my knights
where baited into a bad spot, how often can that happen?
Well I think that I should come out OK because I will still have
a 3+ armor save and end up attacking back with more than
he hit me with.....wrong! Of the total of 15 wounds caused to
my two units I failed 9, 3+ armor saves!

The next weekend I am at another tournament and this starts
to become a regular theme. They hit me I fail armor save I
loss they run me down. My Marauder cavalry are doing more
for me in games.

I keep wondering if i wouldn't be better off with Trolls, Ogres or
Dragon ogres. At least then they have to take off at least 3
Wounds before I start losing attacks. I love the Knight models
but I seem to have a very tough time with them serviving in
combat. Strange, but i almost never lose any to shooting,
because I have plenty of hounds for sreening.

Maybe I just need to hire a "pinch roller" for my self.