There are a lot of factors involved, including the actual shoe, your anatomy, your foot structure, your foot function and your level of play.
It also depends on whether you've already damaged your ligaments, whether your tendon is attenuated, etc. Only you can tell if you truly need the use of a brace.
Patients who chronically "sprain" their ankle, often do so because they tear the small proprioceptive fibers in their ankle. As a result, when their ankle begins to twist (usually invert), the body's natural feedback to the brain isn't functioning via the proprioceptive fibers and the foot/ankle continues to invert and sustains an injury.
In a "healthy" patient that has not had a chronic injury to this area, the proprioceptive fibers are intact. When the ankle (or more accurately the subtalar joint) begins to invert, the proprioceptive fibers send a signal back to the brain and as a reflex you correct the problem and straighten out the foot.
That's why physical therapy often includes proprioceptive training.
However, IF you decide to utilize an ankle brace, my preference is DEFINITELY the ASO ankle brace (without the plastic inserts) You can google ASO ankle brace and you'll easily find the product. To me, it's the absolute best ankle brace on the market. It provides excellent support and allows for adjustments for inversion/eversion and is relatively low bulk so it fits in most athletic footwear.
I have highly competitive soccer, volleyball, basketball, baseball, lacrosse , field hockey and football players all wearing this brace. And it's one of the only products made in the good 'ol U.S.A.