That seems to be the general response when I try to play this pick and quite often I get pushed into another lane/ role. But if you really think about it Urgot can make a pretty good support.

He is pretty tank for a marksmen and has a nice set of skills to help your adc get fed. His passive can make such a big difference ,a 15% damage reduction on the enemy adc, well doesn't take a genius to see that's a good thing. His Q is a useful poke tool and as a delivery mechanism for his slow from his shield. The W, well a shield and a slow, yes please. More time for your add to pew pew and more tanginess for you. His E, well another good tool, armour reduction, so again more damage for your add. R well changing places with the adc to drag them under your turret, the sup to take the out of it, enemy jungle... well the list is long and useful.

I hope by now you are starting to agree that this might actually work.

The shield is the only real option here as it gives Urgot a little heal, which is handy. Typically I like to stay in lane until I can at least get the second up grade and some wards and/ or part of a sight stone, I hardly ever keep my sup item as I feel the other items give argot more usefulness as a sup. I usually sell it once I am on 5 items, if the game goes that late.
My build changes a lot dependant on who is in the other team. This is why I like the Urgot sup so much, you can do so much with his build and be useful to your team.

With the buffs to the Black Cleaver I really can't see anyway around building it not and alone with the Ruby Sightstone those are the key parts of the build. Vision and shred.

The Zeke's Herald is an item that I really like because it's an aura item. While it's not a huge boost to add/ life steal it can make all the difference. Especially with a double AD bot lane.

The Iceberg Gauntlet is such a useful item if you get those proc's right. Additionally it gives good mana for the shield.

BotRK well it's a great item for any marksmen really, but the main reason it works for this build is the combination of stats that it has. The as is helpful for more Cleaver stacks, the life steal is always helpful (especially with the buffs). Then chuck in the active and boom! no where to run!

Boots well what ever fits your needs best...

I really should put in the Manamune in there it's a pretty great item for Urgot, but as I said he has a flexible build path.

Pros

No one ever see's this one coming..
Great skill set for a suport if played well
Nice early game, and great to snowball... if your add is awake.

Cons

Flamers, but haters gonna hate.
You need your add to keep getting you lots of assist gold.
Only really works with double/ triple AP comps.

As I said many times before I am not the best league player ever, there are probably so many things wrong with my build, wrong runes/ masteries or something... but I just wanted to put this up here to show the support Urgot some love. Any suggestions let me know (other than don't play sup Urgot)