Shown below  is a scissors type knurler that mounts directly in the four-position toolpost that came with my lathe.  The scissors type knurler is chosen for knurling on smaller lathes because the sizable forces associated with knurling are mostly confined to the knurler itself.

After making this knurler I found that there were lessons to be learned in using it.  It was comparatively easy to knurl an almost perfect pattern into aluminum and brass, but much more difficult to achieve a pleasing pattern on mild steel.  It was difficult with this knurler to produce the high forces necessary for knurling harder materials. 

Knurling wheels are commercially available in diamond and straight patterns. These patterns are availabe in fine, medium and coarse grades.

Attached it on the lathe.