Samsung s3, s4, Note 3, etc. that shipped with 4.3 will include Knox.
If the device shipped with Knox, you will see something like warranty bit in the text at the top of the download screen.
If you have a knox bootloader, you cannot downgrade to an earlier bootloader but you can still install a custom recovery and custom ROMs which voids the warranty but does not brick the phone.You can flash any ROM you want with a 4.3 Knox bootloader as long as the ROM does not try to flash a new bootloader.
If you have a stock 4.3 phone and try to load anything that is not official Samsung software, it will trigger the knox counter (change from 0 to 1 or 0x0 to 0x1) and void your warranty. At the moment, there is no way to reset the knox counter to 0.
Yes, if you get a 4.04 phone, you can install a custom recovery, custom ROM, and move freely among custom ROMs if these ROMs are support but the installed bootloader.
I have done all of this with an i747m (Bell version of the s3).