Knight is simple, it's just when you need that particular square covered. When you promote to rook or bishop, it's nearly always it's to avoid stalemate. Take a look at this puzzle.
https://www.chess.com/blog/Robert_New_Alekhine/puzzle-of-the-day-february-18th-2016
You either do that if you can use the Knight's special move ability or to avoid stale mate. See the beautiful trap from Albin's counter gambit. You should try to play this very line as black at least once before you die.
7. Ke2 fxg1=N+! (see diagram)
8. Ke1 Qh4+ 9. Kd2
9... Nc6
I will sometimes sub promote if I'm serious material up and show a little contempt for my opponent playing on.
In an OTB game I sub promoted to a bishop for the sheer hell of it once because I couldn't avoid mate in a couple of moves 
The usual sub promotion is to a knight to gain time with a check/fork perhaps...
There is a famous discussion about the game Fenton v Potter. A position occurred where sub promoting to a rook in one variation avoided stalemate...
http://www.chessgames.com/perl/chessgame?gid=1607862
An excellent example logozar! Whenever you see the opponent's King and Queen that close to each other, you should consider underpromoting to a Knight so that you can fork those two pieces.
Riigghhhhtttt. That's given us all something to think about
What... you don't believe me? I can prove that promoting to the queen is basically losing...
Here:
Here's a position where I promoted to a rook. Promoting to a queen would have been stalemate
Here is a case: an eighty-year old immortal study of the legendary Vladimir Korolkov.
Black is threatening mate in two with 1...c1=N+ etc, so:
I've seen people get multiple queens (mostly out of spite because their opponent won't resign), but multiple knights is a new one. Didn't even have to include the king in the mate.
logozar's example is examplary!
As is Pfren's. They're both equally good.
If my opponent is a stubborn nonresigner I sometimes under promote so I and mate him with Bishop and Knight.
So, under what circumstances would you promote your pawns to a piece other than the mighty queen. If you could upload diagrams of some of your games where this occured, then even better.
I am thinking of one where I used knights several times, but it will take me a while to find...