Everything in Kingdoms of Camelot takes time and better troops take longer.

Assigning a Knight to be a Marshal makes training faster
(see “How do I use Knights?”).

Additional barracks speed up troop training
(the number seems to be more important than their level of upgrade, but both make a difference).

Upgrading your stables speeds up training of horsed troops.

Also, you can research Geometry to speed up Siege Weapon training.