Identifying your mark
The first and most important thing to know is which type of death knight you are facing. Each one is completely and totally different in how they will fight you and what strengths that they have.
To start, there are blood death knights, who are excessively tanky. They generally end up having a lot more health and they are capable of making a wicked shield that's simply a pain to take down.
Frost death knights are pretty much the melee version of frost mages, except weaker in every single way. (So really, I guess you could say that they're nothing at all like frost mages.) They do rely heavily on slows and preventing other players from controlling them, which can be quite annoying. When you are constantly being slowed, you are facing a frost knight.
The last form of death knight you may come across is unholy knights. They are perhaps the easiest to spot due to their reliance on a very strong pet. Don't think that the knights themselves are weak, though; they can still pack quite a punch, and they're really good at taking magic damage. Their strongest suit is that they are slightly more difficult to control, and their diseases can be near impossible to remove under the right circumstances.
Blood DKs are the most annoying to fight yet the least intimidating. They don't have near the damage output of the other two specs, nor do they have quite as many anti-control tools -- but they do have a lot of mitigation and great self-healing, and their blood shield is an added layer of annoying.
On the good side of things, killing a blood knight is relatively easy in comparison to the other two specs. While they have the advantage of superior health and superior mitigation, they lack all of the great anti-control abilities that the other specs enjoy.
Although death knights have a lot of control options open to them as baseline abilities, those abilities often come with either a high price or a relatively longish cooldown. In PVP, having to wait a minute for an important tool to come back up is a long time. For this reason, controlling the blood knight is central to success.
Their damage is relatively low. Their goal isn't going to be an attempt to burst you down. Instead, they are going to be playing a game of outlasting you. Using their amazing self-healing ability, naturally high mitigation, and a wide variety of cooldowns, their goal is run your healer OOM well before theirs fizzles out -- and they will that battle, too. It is important to neutralize their self-healing abilities, which means staying as far away from them as you possibly can.
Luckily, this is far easier to do than with any other spec of death knight. Again, blood DKs lack any anti-control talents or abilities other than those shared by every death knight. While they will use their control abilities to get you into to range, those have a long enough cooldown that you can avoid them for a significant amount of time afterward. Denying them as many chances to Death Strike you as is possible will win out in the end. Cut off their self-healing, attack their other teammates instead, and you cut off their advantage.
Frost knights are far more annoying than their kin. They thrive on slowing their targets down significantly and, more importantly, on preventing themselves from being controlled in a large variety of situations. In short, they are the melee little brothers to frost mages. Must be in the name.
There are several ways that you can deal with a frost knight, all of which can be just as effective as the others. To start with, realize that avoiding their slows is nearly impossible. Due to the Chilblains and Resilient Infection talents, the best that you can hope to do is keep the death knight spamming Icy Touch on you. That can be an effective means of dealing with the situation, as Icy Touch isn't too high of damage, but you really won't prevent the slow in the end. It'll be a constant stop-go-stop-go tug-of-war.
Your best bet is to keep them slowed as much as you possibly can as well. While you will also remain slowed, they will suffer the same fate. This creates a system where they at least won't be able to gain on you, despite that you won't be able to get away. It is worth noting, however, that druids are the wrench to all frost death knights. Druids are capable of shifting out of their slows and totally avoiding the repercussion of refunding the rune associated with it. Eat that!
An important thing to note for those who defend themselves via knockbacks is to watch out for Pillar of Frost. This is particularly sticky situation for balance druids and elemental shaman, as that is their primary escape tool, but there is no better solution. At this point, you need to slow them or use another form of CC, such as rooting them, in order to escape. Warlocks and priests, too, need to worry about the anti-CC abilities of frost. Lichborne allows frost DKs to avoid Fear completely -- although it does open them up for a nice Shackle.
The downside to that is that good death knights will play you. Using Lichborne to avoid a Psychic Scream and then clicking off the buff before you can manage to get a Shackle off isn't uncommon. Don't be taken for a fool; anticipate the fear break and plan accordingly.
Last but certainly not least are the unholy knights. These little buggers have a fairly strong pet at their side that can prove to be highly annoying in its own right. It comes complete with a wide array of control abilities. The upside is that the death knights themselves don't possess any real additional control tools. Where this is going should be rather obvious.
Killing the pet is a very strong suggestion, but that entirely depends on the situation at hand. In arena, you certainly want to remove it if you are giving the chance. Don't waste time training the pet if their team is eating your face, but do pelt at it when you can. Removing that removes a key stun from the death knight's arsenal, as well as a significant source of damage. In a BG, it generally won't be worth it to kill the pet, but if you can toss a CC out at it, that works splendidly.
When it comes time to kill the death knight himself, be forewarned that slowing him will prove to be slightly problematic -- or at least, that is what he thinks. Death's Advance was once a really annoying tool; now it is something of a joke. While it can prove to be enough of a slow should the death knight have a partner that can similarly hit you, by themselves, they aren't capable of much controlling.
Keeping death knights slowed at all times is vitally important as well. Despite the fact that slows won't be quite as effective against them, you really don't want them taking full advantage of their superior speed. You need to keep it cut down at all times. Also be warned that their Anti-Magic Shell is going to prevent your debuffs from applying.
The worst part of fighting unholy knights is the inability to remove their diseases should they Death Coil you. While the diseases themselves aren't worth worrying about, that they also increase all of the other damage that a death knight can do is somewhat dangerous. You really want to avoid feeding them Runic Power as much as possible to cut down on Death Coil usage when you can.
Finally, always remember that death knights aren't more special that most other melee. Controlling, kiting, and avoiding them is always the best strategy. They have some ranged abilities, but they aren't nearly as deadly as their melee ones. Keep them locked down, and you keep yourself safe.
Learn the ropes of endgame play with WoW Insider's DK 101 guide. Make yourself invaluable to your raid group with Mind Freeze and other interrupts, gear up with pre-heroic DPS gear or pre-heroic tank gear, and plot your path to tier 11/valor point DPS gear.