Catan : Multiple extension combination
The rules for Cities and Knights (pdf) address combining it with Seafarers (page 13). They warn that only certain scenarios work well, and provide rules for things like how to treat ships as roads and how a knight can chase away the pirate. There is also a FAQ on combining the two expansions, which addresses a few points that the published rules don't cover.

One crucial point which they don't cover, in either the rules or FAQ, as discussed in an earlier question, is how many victory points to play to. It seems that the consensus is that when combining Seafarers and Cities and Knights that you should add 2 victory points to the victory conditions listed in the Seafarers scenario. See the other linked question for more detail.