There's a few reasons that make Stannis appealing to his fans. One is that he is the single person vowing for the Iron Throne who also realizes the dangers that lurks beyond the Wall. The Lannisters, especially Cersei, consistently dismissed the plies of the Night's Watch to send more men. So do basically all the other players. But Stannis drops his campaign and moves to the North. Yes, there's the argument that he's trying to get the support of the North, but he's doing it by defending the Wall, helping the Night's Watch, and even forging an alliance with the Wildlings.