So I just couldn't resist and I downloaded the new White Dwarf issue 4. I have to say that I'm already frothing at the mouth to get my hands on one of these things. The rules for both battle cannon and the melta cannon are sweet, especially if you get this guy up close where you can get 2D6 added to penetration roll.
The history and background section of the Knights was enough to get you started but was lacking the details that I normally expect from GW. I do hope that we'll see more in the future.
The rest of the issue had a few short pages about the new Codex: Legion of the Damned, and after that they went on to talk about the Imperal Fists. I really didn't read to much of that though because I'm not big Space Marine player (which some of you may have noticed I freely admit though that the only reason I picked this up was because of the rules and information for the knights. If your're thinking of picking up an Imperial Knight I recommend picking up this issue for the rules if nothing else.