Well, I still don't have the game (europian) but since I am planning on continueing with the same Wood Elf Knight I had in Daggerfall, I am rather wondering if there are any knight guilds (Knights of the dragon?) or do I have to join the Warriors guild?

I don't know of any acutal Knight guilds like those in Arena and Daggerfall, but there are "Great Houses" in this game that you can join, plus the Imperial Legion is hiring. All of the other secret organizations are still around and you'll be hearing about(or from) them throughout the game, but I haven't found any individual "Knightly Orders" to join...you can always make one though;)

Thats too bad, though someone is bound to make a plugg in about it.
It was fun in Daggerfull though (its free for a knight such as you:)).
Is joining the noble houses or the Legion a knight like alternative, or will you be required to loot, pillage and murder?

Well...it doesn't seem like they've geared anything specifically towards the Knighthood this time, unfortunately.I also liked the extra perks to be had for a knight in Daggerfall. The Redoran houshold seems to be the one thing that ends up coming closest to a Knightly order. Though I'm not very far along on the quests, everyone speaks very highly of them. "MOST" of the Imperial guard quests I've been assigned have been quite honorable, but there is one(the first one) that made me cringe and I almost didn't do it...at least it's baaad people I'm doing it to.