I know most have finished or caught up in the show but if you're not depending on how far you are in the series this may or may not be a spoiler for you. Mystogan is my pick for my favorite support character. I liked his story the best personally with the whole Jellal and Edolas thing and what not. And his illusion magic is pretty cool too!
Coming in as a very close second is Gildarts Clive with his funny old manliness and his awesome crash magic and unrivaled strength! He's the strongest and carefree of the whole bunch in my opinion!