There's one piece of advice that I'll start with right off the bat. NOTHING when it comes to shoot'n or anything else for that matter, is more true.
Dad (R.I.P.) always said, "If you don't have the money or time to do it right the first time, where are you going to get the money or time to do it over?"
The above mentioned, you're asking a question that depending on the shooter, he/she is going to provide their preference. There are shooters that WILL NOT change from a Knight to any other muzzleloader and feel if they did so, it would be committing a sin. Others are brand loyal and there's nothing wrong with that either, rather it be CVA, T/C, Traditions, Knight or any of the other manufactured brands.
The issue in some of the western states of having to use a sabotless bullet (dah) is old school who had enough pressure on Fish & Game to try to keep it traditional. That said...... There are bullets (Thor) that do not require sabots and are excellent bullets if in a "no sabot zone".....
I've owned and shot all those brands but, IMO the finest production muzzleloader that you can purchase today, is the T/C Pro Hunter. The FX model is a dedicated muzzleloader, the XT has the speed breech and the 209x50 has the 1/4 turn. The Encore platform rifles are the only production rifles, that you can modify, upgrade parts and easily change trigger pull weights. All rifles except the FX, will allow you to change barrels to centerfire or shotgun. All the T/C rifles will shoot Blackhorn209 propellant without modification of the breech plug.
Other manufacturers have rifles that shoot very well also and very accurate. However, when you pull it out of the box, that's what you have.
Quality optics is what makes the rifle. PERIOD. Buy the best that you can afford and mounting it on a muzzleloader, don't let some "behind the counter" guy talk you into a multi-retical scope. Totally unnecessary. However it is great marketing on the manufacturer's part.....