I'm currently off my board with a swollen ankle: came off and twisted it a couple of months ago, it got better and then after skating fairly hard 3 days in a row it came up again: no particular fall or twist to speak of - it just came up. So I've been investigating ankle braces. I've tried 3 different ones - a Mueller lace-up brace from my local sports shop, a Pro-Tec lace-up brace with elastic crossover straps from a skate shop, and a sports brace from specialists Aircast. It's their P60 model, which Andy Murray wears, according to their blurb.
And the winner so far, by a very long way, is Aircast. It goes on quickly, fastens with a single velcro strap, is supportive without being bulky and it allows your foot to breathe. Only downside is it costs £60 (or £45 if you shop around) compared with around £20 for the other braces. This is based on just walking around, though: my ankle's not up to skating yet. I'll update this once I've ridden in it.