I chose to build my Knight Titans in House Terryn colors for their connection to the Ultramarines. Also, their proximity to Ultramar - as noted in the Imperial Knights codex - helps as well. Initially I built only the one knight with the rapid fire battle cannon and reaper chainsword. This model does have some painting differences, mainly how I missed the red back halves of the shoulder pads. Also, the differences in how I painted their bases too.
The second Knight I built was the Knight Crusader, mainly because at heart, I am a player who would rather shoot or form a gun line, than charge. Each of the Knights was given heraldry that somewhat mimics what is depicted in the codex, though there are weapon variations. For instance, the missile pod seems much more worthwhile than the anti-aircraft weapon.
The last Knight I built was the Knight Warden. This Knight is the Baron of my formation, which is one of the reasons why I differentiated it slightly, but giving it gold smoke stacks instead of silver.