Are you interested in extracellular or intracellular proteins. For extracellular use Na+; for intracellular use K+. The physiological pH inside cells is somewhat lower (6.8) than that of the extracellular fluid (7.4).
If you want to use ion exchange chromatography, make sure that your buffer ion doesn't bind to the resin. I.e., for cation exchange use an anionic buffer (like HEPES), for anion exchange a cationic (e.g., Tris).
Osmolytes (glycerol, sugar, mannitol) may be useful to adjust the osmotic pressure, but not all proteins require them.
You may need some ions (Ca, Mg) or small molecules (substrates) to stabilise your protein. Don't forget protease inhibitors!
Hi Randa, I agree with Engelbert, it has to do with enzymes you want to isolate. In a previous life I used to isolate proteinases from cod pancreas and we had to use low pH buffers to limit autolysis.
Apart from Engelbert's suggestions, your best friend in this process is an assay you can trust.