In Knuckles in Sonic the Hedgehog, Knuckles in Sonic the Hedgehog 2, Knuckles in Sonic the Hedgehog 3, and Sonic & Knuckles, Knuckles has many of the same moves as Sonic, and a few more. He can be a lot of fun to play.
He has the same spin attack Sonic has, but he takes longer to accelerate, and he doesn't jump as high as Sonic. This is made up for with his other abilities. Knuckles has the ability to glide, stick to walls, climb, and punch. His abilities enable you to reach areas you can't reach with Sonic, and they provide a different way to play overall.
I found his play style fun and innovating, but challenging. In many of the stages, Knuckles' extra abilities weren't worth his shortcomings. Playing as him was harder during boss fights in particular, where I needed to jump higher, and accelerate a little faster.
In the Sonic Adventure games, Knuckles plays a lot differently than Sonic. His abilities are better suited to help him find emerald pieces than fight, though he does have a pretty sweet punch attack. In addition to punching, he can climb walls and glide like in previous games. He also has a special dig ability that lets him dig for items.
In Sonic Heroes, Knuckles is the Power character in Team Sonic. What that means, basically, is Knuckles focuses on his strength in-game, and is great for powerful attacks or breaking through rocks or blocks. He can throw the other characters at enemies, or hold their hands to glide as a group. To kill enemies or break through blocks, he punches.
Knuckles' abilities are pretty consistent in most of the games he is playable.