I have a nice set of knee wraps from APT. They helped when I was having knee pain as the compression felt good during the movement. BUT, you must consider why you have knee pain. If you understand that, and the wrap helps, then use one. But don't use it as a bandaid to treat a problem, do that with a doctor.
www.prowriststraps.com/home Look under knee wraps. I have the Blood Stripe and love them. The Pro's are a bit to firm and are better for wrist support. Also, ge the longer ones.