These knee exercises are more advanced (they even got me a little winded!), and they should help strengthen your knees and decrease knee pain. If they are too difficult, check out my knee pain moderate exercise video.
Single leg bridges are a great way to work the muscles all around your knee to help relieve knee pain. If you are not quite ready for it you can use both legs.
Squats and squats with a ball squeeze work the muscles around the knee together to keep them balanced. Make sure you are using correct form.
Using a band for sidestepping and a 4 way hip not only work your hip muscles, but they work your knee muscles as well.
Finally single leg heel raises and single leg squats are a great knee exercise, but they can be very difficult, so make sure to start by holding onto something for balance.