i have found that the new knights are the most fun
the crusader, which combines a rapid fire battle cannon with a avenger gatling is the best, but also the most points expensive knight.
the warden, which combines a reaper chainsword with the avenger gatling is also good, and slightly less points expensive.
the paladin, which is the old one, is tried and true with the rapid fire battle cannon and reaper chainsword.
per randomnumb3r, do not use the gallant, which is one i had been using because it only does close combat.
at any rate i got them because i love pacific rim and wanted to try some jaeger action on the tabletop. i like running 3 and there are times i wish i had 5 just to do it.
i run the baronial court, i like it and others have told me they thought it was good too. it requires at least 3. you can start with just 1 for your ultramarines and build your way up.
hope this helps, but don't sleep on ig either. i have a complete ig army and that was my next army after the space marines i started with. they are a lot more fun than space marines and help your game because they cant just wade into battle and you have to learn to use things like cover saves.