If you have someone who recently lost his/her job and you want to be supportive - avoid these hurtful comments at all cost.
"I'm jealous, I hate my job - I'd better be in your shoes than have to talk to my boss every day"
In other words you're not being supportive at all - you just complain about how unhappy you are. If you've had a bad day at work, it's easy to envy your friend's freedom from office politics and impending deadlines. But keep in mind that they'd take the stresses of the daily grind over the monotony and uncertainty of job-hunting any day. Such "support" is absolutely inappropriate. Your friend will think: "If you want to be in my shoes - quit, and we will see if you will be happier unemployed."
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It's better if you say something like :"I’m sorry to hear the news. It must be really stressful. Can I buy you a coffee/a drink?"