You hold onto your higher-level Goblins for the early-mid game, but start selling them off once you see better pieces. You start building towards your (3) Mages bonus, which usually means finding Razor and Crystal Maiden + one.

If you intend to go Dragons in the late game, you also start building towards those three pieces. It’s possible to use Knights as your frontline in the mid-late game. The reason why they are better than the other tanky frontline synergies (Warriors, Elves), is that Mages are the predominant late-game strat. The Knights shield gives magic resistance, while the Warriors and Elves synergies are good only against attacks. By doing this, you can save Abaddon + Necro in the late game to provide your DK with the (2) Undead armor reduction bonus.

That said, Warriors like Kunkka, Jugg, and Doom are still great because they are great with and against the Mages bonus.