A recent issue of Dragon (# 341) had several new soulknife feats
One of note you should consider if you're going to multiclass is Practiced Mindblade- simliar to the other "Practiced" feats, it adds +4 levels to your mindblade abilities. There are other excellent ones as well, definitely a must buy for someone considering a Soulknife PC.
Personally, aside from the PrCls in CompPsi, I think Soulknives also multiclass well with Kensai, and the Blade Manifester from
Hyperconscious (a PrCl that combines aspects of the Soulknife and Psychic Warrior).
Actually, any class that grants bonus combat Feats in the first 2 levels would also be good for a Soulknife. Ranger, Monk, Fighter, and PsyWar spring to mind- I'm sure there are others. Alternately, a few levels of Rogue, Scout, or Lurk would also bring some interesting permutations and abilities to the table.
As for race, I like them as Humans (naturally) Xephs, Drow and Githzerai (+6 Dex!). I'm sure there are other races that would be suited to the class, like a Genasi of some kind, or perhaps a Tiefling or Cambion. A 1/2Elf 1/2 Orc or halfling probably wouldn't be a bad choice for style.
The Anthropomorphic Animals from
Savage Species also have several races that would work well as Soulknives, but, bang-for-the-buck, the Ape (+2LA for +6 Dex and a Wis bonus, etc.) would be the top choice.