I am speaking mostly about multiplayer here ---
iirc you have 5 slots, how do you fill them?
The most important point that nobody has directly mentioned (I don't think) is that just because you have 5 support slots does not mean you should fill them. In fact, support companies can be quite expensive in terms of both production and research, and often it is simply not worth that production and research. Support companies also lower your ORG, piercing (except for support AT), and armor.
Instead of researching support companies, you can research things like industry tech, tanks, and planes further in advance. This will often help you much more than adding some support company to your divisions.
Similarly, rather than having units with lots of support companies, you can often do better having *MORE* divisions without support companies, or else having the same number of divisions, but more tanks and planes instead.
The only support company that is usually a no-brainer is engineers, because it helps a lot on defense, gives some nice terrain bonuses, makes your units faster, and is pretty cheap.
But beyond that, there is no support company that is a general no-brainer.
artillery & rocket artillery - artillery and rocket artillery are pretty questionable now, at least in Vanilla 1.3.3 with artillery excessively nerfed to the point that it is not necessarily worth having. The exception is if you have Superior Firepower integrated support doctrine, in which case you will probably want artillery despite the nerfs. But otherwise, you may not even want to waste research on under-powered artillery at all.
support AT - does not help against proper tanks against good humans in multiplayer (contrary to
@Meglok 's suggestion, proper tank divisions from a good human player do not run low strength enough to be pierced by support AT - at minimum you need some good line AT to have a realistic chance at that). But support AT does counter space marines, and that is often a good reason to have it. However, you may be able to get enough piercing to counter most space marines by adding an MSPAA, which is basically just as cheap, but also adds armor and shoots down lots of CAS. So sometimes and for some countries I will bother to research and produce AT, but in other situations it is just not worth it.
MP & recon - useful only if you need to add extra defense to your units, e.g. if you are defending with lower width units against a higher width opponent, and particularly with superior firepower integrated support. We still don't even know that the recon function of recon isn't bugged. MPs are not useful for partisan suppression (generally not cost efficient), only really for adding extra defense.
signal - this can be worth it, but only if you have a specific and focused strategy for it. For example, it can be worth it if you are not Soviets and want to have infantry that reinforces similar (but a bit worse) to Soviet NKVD, or possibly offensively if you are stacking some sort of planning bonuses (planning cap or planning speed).
logistics - it is a stretch for this to ever be worth it, especially after the 1.3.3 production changes generally seem to mean less production and fewer units clogging up the front. I might use it occasionally if you didn't have to waste so much research on it.
field hospital - doesn't actually really save much manpower, since it costs another 500 manpower to add the support company - that extra 500 manpower per division offsets a considerable amount of any manpower saved. Even for a country with no manpower like Australia, I would not generally use field hospitals. You are better off just building planes once you run too low on manpower. The only thing field hospitals are maybe useful for is retaining a bit of veterancy on expensive tank divisions.
