The Crownsguard are effectively the Lucian army, more or less. Among them, the ones kept nearest to the king are his glaives, ever at hand to guard and and fight with him.

[And sometimes, it came down to no more than three. He heard his own voice distantly, must be a fine feeling, having friends--felt a brief echo of something spiteful and envious.]

Among them the Shield of the King is a personal guard, as the name implies. It's a position that has existed since the founding of Lucis itself.