Are there good examples of when characters rally around each other in The Wednesday Wars? What is the best example?

Yes, there are examples of characters rallying around each other in The Wednesday Wars.  
I think there are two very good examples. My first choice is when Holling's sister helps him pull down all the pictures of him in his fairy costume. Doug Swieteck's brother got himself many copies of the newspaper that had Holling's performance picture in it. He then posted them up all over the school in order to really embarrass Holling. Holling's sister, throughout the novel, is not ordinarily a soft, caring sister to Holling, but at this moment in the story she is. She helps Holling and a few of his friends collect all the pictures.
The other really good example occurs in December. Holling has just finished his performance as Ariel, and he is rushing to the sports store. Mickey Mantle is there signing baseballs, and Mantle is an idol for Holling. Unfortunately, Mantle snubs Holling and refuses to sign the baseball, saying, "I don't sign baseballs for kids in yellow tights."
Holling's friend, Danny Hupfer, sees the snub. Out of loyalty to Holling, Danny returns his own autographed baseball to Mickey Mantle and tells him, "I guess I don't need this after all." 
That single act from Danny is a big moment of support for Holling. It couldn't have been easy to give up that baseball.