Brigitte is a fun support, even after her recent nerfs. Thought a Paladin-but-not type character would be fun!
Stone(s): Warrior and Steed. If you keep Warrior throughout the game, get the final perk "Conditioning" in the Heavy Armor skill. The Steed is preferred, however.
Race: Female Nord! Has most of your skills boosted!
Shouts: Unrelenting Force, Whirlwind Sprint, Battle Fury, Disarm, Elemental Fury. For fun, you can also use Animal Allegiance since she's an animal lover.
Armor: Nordic Carved Armor
Spells: Healing spells for self and allies. Courage and Call To Arms, although Illusion is optional*
*Illusion is ONLY for those two spells, but rallying allies is such a big part of her design choice that it'd feel weird NOT to have her use those spells. You don't even have to really do all that if you don't want to- just using Courage at 15 illusion or whatever is fine. If you do go for Call To Arms, you can grind Illusion or just do it at your own pace by using Courage.
Roleplay: You wanted to be a Blacksmith, like your father, but a friend of yours needed help. He's too old to keep fighting like he is, but refused to retire. After an unfortunate death of your Knight, you were traveling back home to Skyrim when you were caught in the ambush at Darkwater Crossing.
You're a symbol of justice and protection, helping whoever you can, whenever you can. Assassins are cowards, hiding in the dark and murdering people when they're at their most vulnerable, so you'll happily eliminate the Dark Brotherhood. Thieves' Guild makes you sick, and you try to avoid Riften if you can. You try to make it better, like Mjoll does, but the whole city is corrupt.
Vampires are unnatural abominations, so you'll side with the Dawnguard.