These are more difficult to care for than other reptiles, and most have vicious attitudes.  If you just want to know how to "tame" your new pet, just leave the animal alone and enjoy watching it from across the room.  It may or may not calm down after a year or so.  They take a lot of patience, and in general they just don't like to be bothered.  Most are wild-caught, and they older they are when you get them, the less likely they are to make good captives.

They need at least a 50 gallon space, they become very unhappy when they are cramped.  I personally don't use standard glass aquariums, they just aren't made for reptiles.  If you have to, a 50+ gallon may be suitable, as long as the entire length of it is heated and brightly lit.  Their enclosures should be a minimum of 2 ft high, preferably more.  The Exo-Terra 24x18x24 works well for them, and Exo-Terra recently started making larger sizes as well which would be great for them.  They are pricey, but worth it.  When using a glass cage, I generally cover all sides except the front, they don't like to feel watched all the time.  You can use a towel or cloth, shower curtain, or just laminate the outside of the glass with drawer liner.  This also helps prevent nose-rub, a common ailment for the knights (also called "snout-rot" - it can become severe).  You may need to cover the front of the cage as well if they constantly rub their nose on it.  If you can put the cage in a warm area, a screen cage might also work for them.  Avoid the "reptariums" because the screen is very dense and the light doesn't penetrate very well.  The large repti-breezes (either 2'x2'x3' or 2'x2'x4') would be suitable, and these sell for less than $90.  I generally cover the three sides with a shower liner to keep in the heat & humidity.  The anoles don't like to be on the ground - they require a lot of branch to climb on.  A lot of plants are necessary to help them feel safe and secure.  Either fake or real works well.  Wide leaves work well for them to lap water off of.

Knights are very territorial and should be housed individually.  Females and pairs (never two males) can sometimes coexist if given adequate space, but be prepared to separate them if it doesn't work out.

Temperatures - as for most reptiles, it's best to offer a variety of temperature choice.  A gradient from one end to the other or from top to bottom is a typical set-up.  75º-95ºF is a good range.  Depending on how long your enclosure is, you'll probably need 1-3 lamps to keep it warm and bright.  If you use a screen top on your cage, you can cover the open areas with tinfoil to keep the heat in.  I almost never use bulbs above 60 Watts - the direct heat radiation is too hot for most lizards' skin.  Also, avoid using "reptile basking lights" or any other tight-beamed bulb, the focused beam of light is unnecessary and does more harm than good.  I recommend using generic house bulbs (the clear one are best, in my opinion).  They put off a very nice amount of even heat and bright light, and are cheap as a bonus.

UVB lighting - this is necessary.  You can get the fluorescent fixture at a pet store or at Walmart (cheaper).  It should be long enough to run most of the length of the cage.  For a bulb, use a 10.0 ReptiSun (this is the long linear tube bulb).  Do not use the compact bulbs, they are not effective at producing the amounts of UVB needed, and in some cases they can be very harmful.  Mercury vapor bulbs can be used in extra-large enclosures if preferred.  

They need to be fed a steady diet of insects.  They enjoy hunting crickets, as well as superworms and roaches. Food should be gut-loaded and dusted with calcium a couple times a week.  They have huge appetites and can eat multiple prey items daily.  I have never had problems leaving insects in their enclosure.  The anoles can be shy, so they often prefer to eat while no one is watching.

Most anoles won't drink from dishes, you must use a spray bottle to mist them on a frequent basis, at least once daily.  

They are difficult to sex while young, but they show a few differences as they mature.  In the picture above, the one in the back/top is an adult female.  Notice the faint blue banding.  The one in the front is a young male.  Notice the lack of banding, and the thicker tail base.  Males will have what appears to be two pads on the underside of the tail near the vent where the hemipenes are stored.  They also grow larger and have larger, bonier heads.  Both sexes have ridges down the back and very large dewlaps.  I cannot notice any appreciable size difference in their dewlaps; this is not an accurate method to determine gender.