I sometimes wear an ACE-brand knee support I got from the pharmacy. It has an open patella, and give just enough support to keep things a bit more stable, without giving so much support that my own muscles and stabilizers don't work as well.
I haven't gotten my HC series yet, but I assume that IMAX3, and the high impact stuff in Kickmax would be good to avoid. There also may be some lower body moves that I would caution against, but I won't know until CKSales gets my DVD's to me!