For nylon, if you can print with nylon supports, that is best. That is, if the model allows it, do it!
I use taulman. The nylon tears well where the support offset is. (.3mm)
If you get good layer adhesion on the model, it is practically impossible to break, so you can pull the support material off pretty roughly without concern about hurting the model.
Any remaining nylon supports left cuts very well with a knife, nice and smooth.
(I have seen recommendations for a hot knife to do so, but I just use a knife)
However, if the model will not allow it, then you have a real issue, as nylon sticks to nothing else. You can use HIPS, but the model will move a lot on the support material. It will work for some models, such as some biologically shaped models.
You kind of have to picture the printing in your head, then make a decision. 99% of the time, I would go with nylon for nylon supports, because it is so easy to remove cleanly, with little chance of harming the model. That is, a good nylon print is kind of indestructible.