Knight in... not so shining armour...

Generally they just went in their armour. If they smelled too bad they would just wade in whatever body of water they came across to rinse what they could out. Granted wearing armour, while not as uncomfortable as most people think, was uncomfortable for long periods. They would, if they had the chance and the field of battle allowed, remove it between battles. Otherwise, wearing it for weeks or sometimes even months was not unheard of.