http://www.chessvideos.tv/forum/viewtopic.php?f=12&t=676
why would you trade a pawn in for anything other than a queen?

My position showed promotion to a knight for checkmate -- RyanMK's and gdal_muriel's showed promotion to a bishop to avoid stalemate.
Here's one last one where promotion to a rook avoids stalemate and ultimately wins:
http://www.chess.com/forum/view/more-puzzles/saavedra-position

i once promoted to a knight at a very quick blitz game between friends, only to laugh when my opponent moved his queen and shouted "check!", then i took his queen with my knight... he didn't even notice i promoted to a knight...

Look at this position from an actual game. You would promote to a bishop to win the game.
Same exact outcome if you promoted to queen instead of bishop
No, because if it was promoted to a queen, it would be stalemate.

If you look at one of my puzzels, you will see that a promotion to a queen is not always nessescary !

I wonder if it's possible to be required to promote to a knight not to avoid stalemate or to deliver some kind of tactic but to actually prevent your opponent from winning the game. Where the promotion to a knight would actually be the only move possible to prevent a loss.

Exactly like that! Makes me wish a situation like that would actually arise in one of my games, but the odds are pretty against me.
This links to a game I won where I promoted to a knight for the win.
http://www.chess.com/forum/view/general/underpromotion2

Most of the time, the Queen would be the logical choice and it probably is, as it is the most powerful and versatile piece but the Queen does not mimic all pieces and a situation might call for a Knight that would result in an advantage or a mate.
Here is a puzzle I composed some time back that is a good illustration of why: