Here are some alien species who supported the Empire:

1. The [Noghri](http://starwars.wikia.com/wiki/Noghri)

2. The [Ailon](http://starwars.wikia.com/wiki/Ailon_(species))

3. The [Chevins](http://starwars.wikia.com/wiki/Chevin/Legends)

4. [Devarians](http://starwars.wikia.com/wiki/Devaronian/Legends)

5. Many [Rodians](http://starwars.wikia.com/wiki/Rodian/Legends) served the Empire as Bounty Hunters, Rodians are known as good bounty hunters. Most did it for the money, rather than loyalty for the Empire. 

6. The [Muuns](http://starwars.wikia.com/wiki/Muun/Legends)

7. The [Umbarans](http://starwars.wikia.com/wiki/Umbaran/Legends)

8. The [Trandoshans ](http://starwars.wikia.com/wiki/Trandoshan/Legends)

9. [Flakax](http://starwars.wikia.com/wiki/Flakax)

10. The Company SoroSuub which was run by [Sullustans](http://starwars.wikia.com/wiki/Sullustan/Legends) was a early supporter of the Empire, although a fair number of Sullustans joined the rebellion 

(By the way, [this](http://boards.theforce.net/threads/alien-races-allied-with-the-empire.50003617/) is a great discussion about species loyal to the Empire. It has some species that I haven't mentioned)

A couple of these links seem to show that most aliens at least received less discrimination(and some received none at all) than alien species that were not willfully allies of the Empire.