As said by others, the Rune Priest is considered by many
SW players (myself included) as a "must have." Having one of the best psyker nullification wargear in the game and some very nasty powers, they're a steal at their point cost. I tend to field two with different wargear options (one for being at the forefront and one for being a support/backrow character.)
There isn't much that's stompier, in the
SW codex, than the Thunderwolf Lord ... but if you kit it out, will be well over 200 points and can be hard to get a good model for. I've taken to using the Mythicast ones myself but there are many suppliers online which have models since Games Workshop decided NOT to have a model ready for something that powerful.

A biker lord is another good alternative to the Thunderwolf Lord but many people do not like
SW bikers.
I don't use Wolf Priests often. I find that I can use another Rune Priest or cheap
WGBL instead and get a much stompier unit for around the same point cost. Their special rule giving preferred enemy is good, definitely, but I find it to be too situational for what I like to use. If you're a fan of Blood Claws (something I've never been a fan of since I started with
SW back in '96) then they're definitely a good buy, though, since they make the Blood Claw terrible WS3 be less of an issue with the re-rolls.
The
WGBL is something I don't use often, though with the
FAQ for Saga of the Hunter, mine is getting more use of as of late. For the difference in points, I'd rather simply field a Wolf Lord instead (fluff-wise, there has always got to be someone that's on-par with the Wolf Lord, in terms of stat-wise, in the Wolf Guard so there's always replacements ready) because of the upgrades to the stat-line.
Anyway, to answer the question you actually asked, I'd say go for the Rune Priest. The Wolf Priest is too situational to be an effective support character,
IMO, and the Wolf Lord doesn't assist the men nearby enough to be really considered "support" unless you take Saga of Majesty. The
WGBL with Saga of the Hunter is very support-ish, especially if you have a Rune Priest nearby with Storm Caller.