Last time I checked, Knightsbridge was a bit difficult to work with. One has to talk over phone with Knightsbridge to confirm conversion rate. Also, one has to sign and mail/fax multiple documents before initiating first transaction. Things might have changed since I checked Knightsbridge 1.5 years ago.
That's still the case. I called today and had to go through all of that; you can however reply back in the body of the email (if you're ok with that) with all your bank details etc... instead of faxing/printing scanning.
I do find that they give you better rates in comparison to Transferwise and XE. I'd use Knightsbridge for large transactions $50k and above, and Transferwise for smaller transactions.
The only thing I hate about Knightsbridge is that when you call in and confirm the rate, it's locked. Even when you want to perform the transaction at a later time in like 3-4 hours (when the rate is slightly higher), they do not allow it as they won't give you a revised quote. With Transferwise, I find it easier to check the rates online and go back and forth to lock a rate that I am comfortable with.
Hope this helps a bit