You shouldn't be dying because you waded into the center of battle as a support. In addition to not being able to heal/CC/etc your team if you're not around, any auras you have obviously stop working if you're dead.
Unless you are absolutely the tankiest on your team somehow (Quite plausible with Alistair, maybe possible with Taric if everyone else is playing glass, exceedingly unlikely with other supports really), as a Support, the only time you should be closest to the enemy is if your party is beating a retreat and you jumping in the way, distracting them, and ultimately taking the bullet is going to save your teammates [specifically those who have effects that lose stacks on death - bloodthirsters, etc. - or have kill streaks going, to avoid the enemy team scoring a gold bonus]. And even then you should be damn sure you will actually save them as a result. It's kind of a last resort thing.
Though yeah, if the enemy team is dragging you out and focus-firing you, there's not too much you can do about that except make a puchase or two to boost your defenses and make them spend that extra bit more to take you down.
