user10772: Recently, I've been playing the Caro-Kann exclusively against 1. e4, with good results. The one line that I find somewhat confusing is the advance Caro - specifically, where does the kingside knight go?
[FEN "rnbqkbnr/pp2pppp/2p5/3pP3/3P4/8/PPP2PPP/RNBQKBNR b KQkq - 0 3"]

After 3. e5 Bf5, the bishop gets developed outside the pawn chain, which seems good for black. Something that consistently gets me in trouble is that it seems like my g8 knight has no good squares to go to.
If the knight is developed to h6, it gets captured by the bishop, and after the pawn recaptures, black is left with doubled pawns and the option to castle kingside is more or less not available after this point (the g-file is now open).
The knight obviously cannot go to f6, as it would simply be captured by the advanced pawn.
The only reasonable possibility seems to be moving the pawn to e6, then moving the knight to Ne7, but where is the knight going from here?

user10233: You have to take basic opening strategy into consideration. Black is playing for the c5 break in the Advanced Caro. Piece placement rotates around this break. Things like Qb6, Na6-c7/Nd7/Ne7-c6 are possible; It takes but a brief moment to review opening lines to get a feel for how one develops when playing the Caro Kann Advanced. To point out, if White exchanges on c5 you get a nice placement for your dsB. if not, you can pressure d4 and force some exchanges, weakening the e5-pawn, along with a potential queenside attack. 
Good Luck! 

user16771: As an avid Caro-Kann player, I would like to give my two cents. Some answers have mentioned that the knight can go to f5 with the idea of putting pressure on d4. This is in my experience not very useful. Even with a knight on c3, simply by playing Nf3 in addition to the defense exerted by the Queen, the d4 pawn is often sufficiently protected.
So the ideal position for this knight is quite problematic.
Some better ideas are rerouting your knight to c6 with the idea of pressing an additional square (e5). Also, this knight might also jump to b4 (from f5, the knight does not even have an opportunity to go to the fourth rank, other than the h4 square which will be undesirable most of the times).
Another position which is often suggested by computers is g6, although I cannot tell what the knight can do there.

user-1: In my answer to What are the ideas behind the Short variation in Advance Caro-Kann?, I address the move Nh6, specifically:

Black does not fear the bishop taking the h6 knight. The Bishop pair and semi open g-file provide ample compensation for the doubled h-pawns, which are not easy to attack. Often White will have to un-double these pawns for defensive purposes

So Ng8-h6-f5 is not as odd as it may seem.

user2001: Where the knights go depends on your pawn structure.
One option is to do the following, at some point

e7-e6
Nb8-d7
Ng8-e7
c6-c5
Ne7-c6

You get a French defence pawn structure with corresponding ideas.
You could go for the same pawn structure with a different knight setup.

e7-e6
c6-c5
Nb8-c6
Ng8-e7
Ne7-f5

Putting pressure on the d4 square.

10772: <p>Recently, I've been playing the Caro-Kann exclusively against 1. e4, with good results. The one line that I find somewhat confusing is the advance Caro - specifically, where does the kingside knight go?</p>

<pre><code>[FEN "rnbqkbnr/pp2pppp/2p5/3pP3/3P4/8/PPP2PPP/RNBQKBNR b KQkq - 0 3"]
</code></pre>

<p>After 3. e5 Bf5, the bishop gets developed outside the pawn chain, which seems good for black. Something that consistently gets me in trouble is that it seems like my g8 knight has no good squares to go to.</p>

<p>If the knight is developed to h6, it gets captured by the bishop, and after the pawn recaptures, black is left with doubled pawns and the option to castle kingside is more or less not available after this point (the g-file is now open).</p>

<p>The knight obviously cannot go to f6, as it would simply be captured by the advanced pawn.</p>

<p>The only reasonable possibility seems to be moving the pawn to e6, then moving the knight to Ne7, but where is the knight going from here?</p>
 10233: <p>You have to take basic opening strategy into consideration. Black is playing for the c5 break in the Advanced Caro. Piece placement rotates around this break. Things like Qb6, Na6-c7/Nd7/Ne7-c6 are possible; It takes but a brief moment to review opening lines to get a feel for how one develops when playing the Caro Kann Advanced. To point out, if White exchanges on c5 you get a nice placement for your dsB. if not, you can pressure d4 and force some exchanges, weakening the e5-pawn, along with a potential queenside attack. </p>

<p>Good Luck! </p>
 16771: <p>As an avid Caro-Kann player, I would like to give my two cents. Some answers have mentioned that the knight can go to f5 with the idea of putting pressure on d4. This is in my experience not very useful. Even with a knight on c3, simply by playing Nf3 in addition to the defense exerted by the Queen, the d4 pawn is often sufficiently protected.</p>

<p>So the ideal position for this knight is quite problematic.</p>

<p>Some better ideas are rerouting your knight to c6 with the idea of pressing an additional square (e5). Also, this knight might also jump to b4 (from f5, the knight does not even have an opportunity to go to the fourth rank, other than the h4 square which will be undesirable most of the times).</p>

<p>Another position which is often suggested by computers is g6, although I cannot tell what the knight can do there.</p>
 -1: <p>In my answer to <a href="https://chess.stackexchange.com/a/12377/1108">What are the ideas behind the Short variation in Advance Caro-Kann?</a>, I address the move Nh6, specifically:</p>

<blockquote>
  <p>Black does not fear the bishop taking the h6 knight. The Bishop pair and semi open g-file provide ample compensation for the doubled h-pawns, which are not easy to attack. Often White will have to un-double these pawns for defensive purposes</p>
</blockquote>

<p>So <strong>Ng8-h6-f5</strong> is not as odd as it may seem.</p>
 2001: <p>Where the knights go depends on your pawn structure.</p>

<p>One option is to do the following, at some point</p>

<ul>
<li>e7-e6</li>
<li>Nb8-d7</li>
<li>Ng8-e7</li>
<li>c6-c5</li>
<li>Ne7-c6</li>
</ul>

<p>You get a French defence pawn structure with corresponding ideas.</p>

<p>You could go for the same pawn structure with a different knight setup.</p>

<ul>
<li>e7-e6</li>
<li>c6-c5</li>
<li>Nb8-c6</li>
<li>Ng8-e7</li>
<li>Ne7-f5</li>
</ul>

<p>Putting pressure on the d4 square.</p>
