Knight tribal is a fun aggro deck type in Modern. It combines a White Weenie strategy with indestructibility and first strike (and flanking!), allowing you to keep the upper hand in creature battles and play defensively until you can overrun your opponent. Color protection spells help against removal and provide evasion.
Knights
Knight Exemplar is one of the better lords in the game and the reason to play Knights tribal. Actually it's the only card in the deck with a Knight tribal aspect. But even without a lord the other creatures bring enough value onto the table to hold their own. However once your creatures are indestructible it will be hard to break your defense, especially if you have two Exemplars that give each other indestructible.
Strategy
The best play for turn 1 is either a Champion of the Parish or Student of Warfare. The Champion is the only non-knight, but since almost all other creatures are Human it will grow quite fast. The Student is best if you can pump it to 3/3 on turn 2, or if you play it after a Champion.
Following the 1 drops,
Knight of the Holy Nimbus
is a great defender that forces our opponent to sacrifice 2 mana if they want to kill it. In the early game this will slow them down quite a bit.
Knight of Meadowgrain is another great early creature. A bear with first strike and lifelink on turn 2 or 3 is both good as an attacker or blocker and gives us a couple more life points against decks like burn.
Knight of the White Orchid works best when you play on the draw. That way you can play it on turn 3, fetch an untapped Plains and play an extra Plains, giving you two more mana to play another knight.
Honor of the Pure works great to boost our smaller creatures. Together first first strike you should be able to stay aggressive, without losing too many creatures.
After that you can follow with Knight Exemplar or the heavy hitter Mirran Crusader, whose protection from black and green is very useful in Modern.
Gods Willing protects our creatures against spot removal. Scry is quite important in this deck, since we don't have any card draw.
Brave the Elements
is most useful to give our attackers evasion, but it can also be used defensively. The only other instant is a playset of Path to Exile.
In the late game Hero of Bladehold and Elspeth, Knight-Errant can help finish the game.
Lands
I run 19 basic Plains and 1 Nykthos, Shrine to Nyx. A possible upgrade would be Flagstones of Trokair.
Sideboard
Fiendslayer Paladin
and Kor Firewalker help against red burn and aggro decks.
Another Mirran Crusader in the sideboard works well against most black and green decks.
Kataki, War's Wage and Sundering Growth are our answers to artifact and enchantment decks.
Rest in Peace prevents graveyard shenanigans.
Pithing Needle and Nevermore are all around answers against pesky cards like planeswalkers. Don't forget that you can name
Knight of the Holy Nimbus
with Pithing Needle to make them even harder to kill.
Ghostly Prison helps against aggressive decks that go wide like elves, goblins and token decks.
Eidolon of Rhetoric helps against Zooicide and combo decks and slows our opponent down.