Megrim isn't in the format, turn 3 mind rot < turn three 3 discard spells, and in general I don't run m11 cause, even though it doesn't rotate until november, it doesn't even register in my mind
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i like the idea of the nexus, throne, glissa, etc. but you don't have creatures that can deal direct direct damage, i.e. unblockable and such, what if all your creatures get blocked? or wrathed? countered, bounced, etc. etc.
Here's my knight's deck that I made after opening my first Knight Exemplar. http://www.mtgvault.com/ViewDeck.aspx?DeckID=89411
Honestly....in my opinion, don't like go crazy and hop on the rage train here for what I'm about to say but....Sun Titan isn't the best in this deck. You can run marshal's anthem with more success in some ways because of a few things. 1 Anthem costs 2WW, and a multi-kicker of 1W, so for the same price as a Sun Titan you can get a creature back into play from the graveyard. 2. There aren't many way to counter Marshal's Anthem, aside from counterspells, which are the most common, I don't know if things like Naturalize or Solem Offering would be main decked, especially in green and white. So enchantment destruction is nearly null there. 3. It is another honor of the pure for 2 more mana, but the multi-kicker is the biggest thing. The Lightwielder Paladins could be replaced for much cheaper cards like, Celestial Purge. Knight of the White Orchids are great just cause if you need mana and it's a 2/2 FS for 2. Day of Judgment and Knight Exemplar are a great combo, especially if you have 2 Exemplars in play right there before the DoJ, have fun with a one sided wrath. If you need flyer answers you can run Knight of Cliffhaven. Those are some of my suggestions.
Oh, why not Pacifism if the decks like to pacify creatures? Or Oblivion Rings, Journey to Nowhere, Baneslayer's a classic for a white deck even though she's not a knight.
Knight Exemplar, Honor of the Pure, Path to Exile, Marshal's Anthem, Student of Warfare instead of Caravan Escorts, those are some suggestions.
The Mind Sludge is in there because there are time when you you'll want cards out of their hands, could be a life saver if they're holding cards like day of judgment, or other removal like that.