It depends a lot on what's my relationship with them. I prefer a hug and other affectionate/protective physical gestures from a romantical partner. I'd love to be given a personal space from family. When it's a friend, I appreciate it when they comfort me by helping me doing whatever I was supposed to do/finish at that moment, or act as my spokesperson for the time being. If it's a stranger, I think I'm good with some kind words :)