Because the Knights aren't very strong in ATK, I would have protection for them to keep them on the field in order to fusion summon Arcana Knight Joker. Also, you should run them in 2's if you REALLY want to see Arcana Knight Joker on the field. Getting the cards in your hand would be the way to go, so I would also run Sangan and Freed the Matchless General. A deck list like this may get you stared:
Monsters:
3x Crystal Seer (Draw power/protection)
3x Marauding Captain
2x Jack's Knight
2x Queen's Knight
2x King's Knight
2x Turret Warrior
2x Freed the Matchless General
1x Drill Synchron
1x Turbo Synchron
1x Junk Synchron
1x Sangan
Spells:
3x Polymerization
2x Smashing Ground or Fissure
2x Pot of Avarice
2x Book of Moon or Future Fusion
2x Foolish Burial
1x My Body as a Shield
1x Reinforcement of the Army
1x Warrior Returning Alive
Traps:
1x Mirror Force
1x Magic Cylinder
1x Solemn Judgment
2x Sakuretsu Armor
3x Bottomless Trap Hole
It's a lot going on here. I didn't want to tell you what to do, just give you some ideas. First off, the traps and spells speak for themselves. You must have polymerization to make this work. The other traps and spells are just your preference but mostly what is usable these days. Secondly,the Synchrons can be a good back up for you just in case. Turret Warrior is here for the same purpose. Crystal Seer gets you cards you need when you need them and gives you a defense card until you can make a play.