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I usually prefer Samurai over Knight. Early on you can grab an Ashura which is the best weapon you can have at this point (note, this is on my advance playthrough, I used an unlock all jobs cheat so I don't remember exactly when you get Samurai).
Knight gets Two-Handed, however it requires a lot of ABP early on, while Samurai always get a crit bonus with their katanas. They have a huge evade rating and can use heavy armor. Gil Toss as mentioned above, is awesome for rofflestomping anything. Sword Slap is like a regular attack with a chance of paralyzing, and can cancel out unwanted affects like Chicken Knife's Flee. And later on Slash is uber for just ending fights in one command in certain areas (Phoenix Tower, etc). Generally you'll do just slightly less damage than a Knight, but you are more defensive, and get all the fun Samurai toys.
When you master it I -think- the evade bonus transfers to Freelancer, could be wrong there.