Squats, riding, running, jumping rope. Any of these will increase the muscle strength around the knee. Even walking is a good start if you're out of shape.
The only tricky part is building strength quickly without injuring yourself. If you're old and/or haven't been execrcising for a long time, start off slow. Once you injure yourself, it sets you back for a long time, so it's much better to err on the conservative side.
Stand on one leg with a slight bend to the knee and have someone throw you a ball at various angles so that you have to twist and turn a bit to catch it. Or you can bounce it off the wall by yourself. The idea is to remain balanced at all times. If you have access to a trampoline, you can do it on that too. My therapist had me do this last fall as part of my rehab for a broken knee. Talk about losing all your strength.