Some kind of response that shows me that the person really sees what I am going through, as opposed to cliches and platitudes. Asking specific questions.
Respect for my process.
Belief that I will get through it.
Allowing me to give as well as receive support.
Sharing of similar experiences.
Acceptance that this is a process, and it takes a long time. Encouragement without pushing further than I can go.
Advice only when there is real advice to be given, not just because it make people more comfortable to give advice.
Expression of caring.
Validation.
And some other things depending on the circumstance...
It's the quality of presence that matters more than the details.