In the UK, Lush were supported by a number of different bands, all unsigned as far as I know. The two gigs I saw in the UK were both supported by an all-male four (?) piece called Inertia, who were quite good; a mix of Manics and the grunge sound, with the influence of, I seem to remember thinking, Nirvana and the Foo Fighters weighing fairly heavily. As for the other UK support bands, I know that in Camden, Bis supported, but there were various other support bands throughout the tour as well. I'll try and collect their names and put them here.
On the US/Canada leg, of course, the 'Shaving the Pavement' tour support has been scheer and Mojave 3.
scheer have a loud, crunchy guitar sound, and were really exceptional live; a very energetic performance. Consisting of the four guys playing and Audrey Gallagher (no relation, thank god) on vocals, it's what you might call 'melodic yet driving post-grunge indie rock' if you were terribly pretentious and self- important (oh no no, not me :) Their debut album is called 'Infliction' and is getting some great reviews (ironically, it's probably getting better reviews than 'Lovelife'. C'est la vie, eh?) You can't miss it, it's the one with the monochrome photo of a stitched wound on the front.
Mojave 3 are a very laid back group with a country sound to them (sorry, but it's true). Consisting partly of ex-members of Slowdive, they were very accomplished live, but not my cup of tea at all. I can't bring myself to like them, and so I don't know any much more about them. Good stuff to have in your collection if you listen to music whilst stoned and you like twangy guitars, or if you need a cure for insomnia, I should say. If you liked Slowdive, maybe take a listen, but seriously not my flavour.
The second North American tour had some great support bands, including Failure and Imperial Teen. Okay, so Failure weren't that great, but they certainly were loud. My eardrums were fair bleeding once they'd finished. Imperial Teen were great though. I don't know who to compare them with, but they switched round on the instruments a lot, and are well worth a listen.