The main question is whether or not you want them with you when you do the big fight at the end. They can be killed during that battle if you allow them to join before it. In fact I've never managed to have Sir Avita survive it although if you're quick enough the others can. Sir Rodric's comanion will accompany you to Underpall cave if you allow him to join before you do that. I prefer to go alone.
Any named knights who die will be replaced by a generic knight who will be less well equipped. So if you want to be sure all the named knights survive don't recruit untill you've finished the questline.
Mara