Ankle STRONG!!
Used to sprain my ankles all the time at 5-a-side football. As most have posted, you need to build strength in the supporting muscles around your ankles, to protect against injury.
Wobble boards are great, but I found the best thing was to go jogging, not in the gym on a treadmill, but actually out in the real world and the best kind of jogging is cross country or round your local park or something like that. The uneven ground builds strength in the supporting muscles.
Since doing this I have not had an injury myself, normally inflicting them upon others at football.
Edit: I've found ankle supports actually weaken ankles, becuase you kind of rely on them a little, if that makes sense. My 2p worth.