First I think the sizing is not 100% clear on the description. So for the benefit of others, the sizing off the packet is:
* Small = 12 - 14 inch (30-35cm) measured around the knee at its centre (i.e. girth of leg at the knee)
* Medium = 14 - 16 inch (35-40cm)
* Large = 16 - 18 inch (40-45cm)
* X-Large = 18 - 20 inch (45-50cm)
So, to wearing the knee support. I am exactly 16 inches around the knee, so I opted for MEDIUM since I wanted the best support possible. It does the job of supporting the knee well but was extremely tight for the first 10 minutes (almost uncomfortable). I could walk without it slipping, but my big gripe is that the top and bottom edges are rolled fabric and quite hard; they dug into the flesh causing considerable discomfort. However, I stuck it out because the knee pain without the support was worse.
This 'fault' may be because I chose the medium rather than the large for a 16 inch measurement, but then the large may have been less supportive. Who knows? I'll report further if I decide to get a large support in future.