Yes there are clinical trials on several ingredients. Usually, it's the blend that's important, rather than trying to grab a bottle of this and a bottle of that. It's more than the mix of ingredients, it's the ratio of one to the other. So doing it yourself is difficult. Anybody can throw a little condroitin or glucosamine in there, but that doesn't mean it's a high quality source. It also doesn't mean that there are any certificates of authenticity (independent lab testing) before the product arrives in the manufacturing plant, or that there is independent lab testing done during and after manufacture.
I look for patents (on the entire formula, not just on one ingredient), because they are difficult to get, and the manufacturer must prove safety, effectiveness and uniqueness. A patent also tells you that what's on the label is what's actually in the product. Believe it or not, that's often not the case! There are hardly any patents out there but if you find one, pay attention.
I also do not endorse most pills (there are a few vegetable-based capsules that are okay) because they are simply not absorbed. You pay for 100%, and you absorbed 15-30% depending on how it's made. There are innumerable studies on municipal water supplies, sewage treatment plants and individual septic tank pumping that prove how many pills end up somewhere besides in our bodies - sometimes they can still read the name of the pill on it after it's been through its long journey from your mouth to the waste treatment facility!
If you don't have high absorption, you don't have cellular support. I'd have to know a little more about your knees to know if you have a lack of cartilage, inflammation of muscles or tendons, or all of the above. But there is an ingredient clinically proven to grow cartilage and increase blood supply, so long as there is still some cartilage in the joint.
There is also a natural anti-inflammatory that has been heavily researched over the past 15 years which has additional health benefits for other areas of the body.
In general, if you are in a "health food" or grocery store, you are looking at "parity products" that are made by one or two manufacturers and just distributed by different companies who put their own labels on it. You don't know who manufactures it or even in what country it's actually made. That matters because there are many with fewer standards than our FDA, and there are also a few countries with much more stringent rules than we have in the US. So if a product is not available for sale in certain countries, that can be a good indicator.
There are a lot of imitators out in the global marketplace as well, and there are plenty of unsubstantiated claims. So if someone says "clinically proven", you have to find out if there are independent clinical trials or if they ran their own trials only (where they obviously had a vested interest in the outcome - this happens with drug companies all the time). Or did they just gave them to a few employees and asked them "Do you feel better?"
I buy direct from the manufacturer, I make sure there is an FDA Good Manufacturing Practices designation from regular and surprise inspections with few if any items on a checklist to be corrected, and I make sure of the independent testing.
Most consumers won't go to the trouble, most store clerks have no idea what they are selling you (they just sell what has the highest profit margin for the store), and so a whole lot of money gets spent by people on dicey products that help little and hurt the budget a lot.
I'm wary of products/companies that spend a lot of money on advertising (with celebrity endorsers or otherwise - many are retired athletes who don't have much income anymore so they go into product endorsement to pay the bills).
I work in this field and so I've spent the time doing this. I have a colleague who should have had a double knee replacement 9 years ago, but she's now been put on hold by the surgeon unless and until her pain returns. The X-rays still look terrible, but she doesn't have pain or inflammation so he's not operating. She also was taking 20 ibuprofen a day (not good for the liver or the digestive tract - don't know if you've seen the recent study on that stuff) and now she doesn't take anything. She's gone from being severely restricted with custom knee braces to being able to hike and cross country ski.
So there's help out there for you if you want to take the time to investigate. But I'd say you're not going to get better on your own - you have to really take a scientific approach to this and study what you're doing. Don't believe the hype - believe clinical studies.