Since both Forsaken and Death Knights escaped from the Lich King's grasp, I have always attributed the same amount of willpower to both(After all, DKs can even resist the influence of Saronite). And, well, to most free, sentient undead.
Back on topic, Death Knights'd be weak vs Holy magic, and if you manage to get them in an Anti-Magic Zone, they're just a platemail-wearing fighter. Admittedly, one that never tires and is unnaturally strong, fast and resilient, but hey.
DKs also have few ways(Aside from anti-magic) to escape movement-impairing effects. A Slow, or Chains of Frost or such used on them will have great effect. Bonus points if it's a Priest's Shackle Undead. Keeping them contained is your best bet. Priests'n Arcanists have the easiest ways of doing so.
Quote:Death Knights have the same level of "immunities" or "resistances" that their mirror, the Paladin, has.
Good point. Neither can get sick, and through Resist Auras, Divine Shields, Holy Shields, Hands of Protection, Blessings and such, Pallies get variable resistances. To balance that out, DKs get awesome armor-boosts and Anti-magic.
As for Necromancers vs DKs, I'd think the DK will generally come out on top, unless the Necro tries smacking the DK with Arcane/Frost. I tend only to let mindless(Non-Forsaken, Non-DK) Undead be controlled by PC Necros, as the rest tend to have too strong a force of will, well beyond that of any mortal.
Your safest bet is to catch the DK unawares and remove their runeblade. They might Death Grip or summon it back, but if you can keep it away from them for enough time, you win.
EDIT: To note, I tend to also consider Druidism/Nature magic and Shamanism as dealing extra damage to a Death Knight, because Death Knights are unnatural beings.