I assume Harvey Dent/Two-Face and Selina Kyle/Catwoman don't count because they're technically leads (though supporting to Bale)?
If so, then it is easily for me James Gordon. Gary Oldman did a
PHENOMENAL job. When I first saw BB I had a hard time even recognizing it was him. There was no Gary Oldman, just the Jim Gordon of Year One, The Long Halloween and Dark Victory (i.e. the stories where he was written as competent and interesting). And he just brought it in TDK. Ledger owned that movie, but Oldman moved me almost to tears in the final scene between him, Two-Face and the Batman. Especially after they killed Rachel, I wasn't sure if Nolan really was going to do it. One of my few complaints about TDKR is that Gordon is moved more to the background than in the other two. You get the sense he and Batman are partners in BB and TDK (along with Dent), but he is definitely more supporting in the third. I guess that's what always happens when they introduce Robin.
...Still that scene between him and Batman before he takes the bomb away and Gordon reading Dickens at Bruce's funeral? Perfect.
After that, I would say Michael Caine's Alfred is exceptional. I love how it is alluded to that Alfred has a rich history as a world traveler with endless experiences in TDK with the "tangerine" story that conjures up pictures of Michael Caine in
The Man Who Would Be King and
Zulu for me, even if those would obviously be the wrong century. And he was the emotional heart of TDKR. He may not bare much resemblance to comic book Alfred, but that's fine because I've always loved Caine's work and his cockney butler was no exception.
My picks.