I'm fairly new to Settlers. I was playing online last night and drew a Knight card. The robber was already on a tile that had two of the game leader's cities attached. I had few resource cards at the time, so I wasn't close to being able to get something I needed, so I saved it for a few turns. When I finally played it, the other player went off on me for not playing the knight sooner.
Also, no, I did not already have two other knights, so it would not have gotten me the largest Army token.
So my question is this: Is it always better to play the knight immediately, or can it make more strategic sense to play save it?