Well first of all in order to field an SS Knight unit, you will need a Vril Engineer and Shutzenkommando SS. Unfortunately there are no official models for these, but that hasn't stopped anyone. Also, the SS Knight unit is actually a 2 model unit, so you will need to buy 2 of these bad boys.
For the Shutzenkommando SS, an agent who is equipped with a selection of occult artifacts to use to his advantage, you can start with the the
German SD Agent or
Female Officer NCO figures. The Shutzenkommando SS is armed with an MP40, Pistol and an Enchanted Dagger. Either model will be representative. The SD Agent will look most like the concept art but the female NCO has lots of customizing potential. Unfortunately you need to buy the starter set to get the SD Agent. For further effect you can add some occult looking bits from some fantasy models for their artifacts.
The Vril Engineer, who's armed with an StG45 and Pistol, can be made from one of the Wehrmacht figures in the
German Geneticist Starter set if you wish to get the SD Agent for your Shutzenkommando SS. Perhaps even an arm swap between one of the Wehrmacht and the Mad Doktor in this set could be the basis for the Vril Engineer. You could also do this with any of the
German Troopers too.
Anyways, I usually like the Veteran Detachment, especially if you're starting off with not too many models. You need 1 Elite, 2 Veteran, and 4 Regular selections and at least half the selections must be Infantry, Specialist or Support.
The SS Knight unit is a Regular/Veteran Occultist, the Vril Engineer is a Regular/Veteran Occultist and the Shutzenkommando SS is a Veteran/Elite Specialist. If you decide to take the Vril Engineer as a Veteran you may take an additional Occultist unit (like another pair of SS Knights, a pair of Hellhounds or upgrade an SS Sniper or Waffen SS unit with Vril Ammunition). Since you're just starting out, we'll keep the occult stuff a little light.
Elite -
German Officer (Infantry) 1 model
Veteran - Shutzenkommando SS (Specialist) 1 model
Veteran -
SS Knight (Occultist) 2 models
Regular - Vril Engineer (Occultist) 1 model
Regular -
Waffen SS Scharfuhrer (Infantry) 1 model
Regular -
Waffen SS (Infantry) 2 models
Regular - Waffen SS Heavy Weapons Team (Support) 2 models (you may choose from
MG42,
Panzerschreck,
Flame Thrower or
Mortar).
This meets the TL and unit type requirements as well as the occultist requirements. You end up with a detachment that consists of 10 models. I find the Veteran Detachment the best balance between quantity and quality.
Furthermore, you may select one elegible individual (German Officer, Schutzenkommando SS, Vril Engineer, or Scharfuhrer) to be a Hero. This allows them some modifications to their stat line and some other special abilities. You also get a Special Order selection. This is a special rule that you generally keep secret from your opponent until you need to put it into play. This represents some sort of unexpected move or advantage you've been keeping in your back pocket. The selection of Special Orders varies with the Detachment you choose. The Veteran detachment has a good choice of selections.
If you haven't noticed the AE-WWII system uses a different form of army structure that doesn't use points but is based on a Detachment structure and selections made within it.
Furthermore you get 2 models with Command (the officer and the SS Scharfuhrer), which I always recommend. When you learn about the Drive mechanic in the AE-System for morale, you'll realize how important it is to have commanders keeping their troops in the fight.