Because, as a Vanguard, King of Knights, Alfred cannot get boosted normally, you can easily leave any Unit you don't need (such as a Margal that you intend to use later, or a Grade 3 Unit that you don't want to use as an attacker, in order to conserve Shield) behind it, and he will still be able to hit at full power.
Placing a Unit such as Lake Maiden, Lien behind this Vanguard will allow you to continuously use her effect in order to improve your hand, without being hindered by the fact that you have to rest her.
Not having to boost this card is a great way to prevent the effects of certain Megacolony Units, such as Hell Spider or Tail Joe, from activating.
Using the effect of the aforementioned Margal can make Alfred attack for 21000 Power for that turn, even if you leave the spot empty. This enables him to tackle Vanguards that have a base Power of 11000 easier.
Alternatively, Starlight Unicorn can do the same, and may not be a bad idea in a deck based around Alfred if you feel that 11000 base Power Units are a problem.
One of the best targets for Alfred's Counter Blast is Knight of Truth, Gordon. You receive both a reasonable attacker, and 10000 extra Shield at the same time.
It might be best to conserve your damage for later. Having 5 face up damage during the late game might mean that you can use the effect of Alfred to Superior Call a Unit such as Blaster Blade or High Dog Breeder, Akane, and then immediately use their effects to increase your advantage even more. Doing this might net you a victory even while you seem to be at a disadvantage.
Because this Unit can reach 18000 Power without being boosted, if you're facing a Cross ride unit, it may be best to conserve Shield by leaving the space behind Alfred empty and simply make use of his innate ability to reach 18000 Power to deal with the Crossride's 13000 Power.
Aside from Knight of Truth, Gordon, Blaster Blade or Blaster Blade Spirit is also a good target for this unit's superior call skill. Although this will eat up most or all of your counterblasts, this will also inflict a loss on your opponent, possibly an intercept, while also gaining you both a decent attacker and an extra shield should your opponent survive.
If you want to increase this unit's attack power, you can use units like Swordsman of Light, Blaster Rapier Laura or Techgal behind Alfred. Laura gives Alfred a permanent 1000 power to attack with, raising his maximum power to 21,000. The additional 1000 power can also help guard against attacks that are 15,000 or 20,000 power with a 5k and 10k guard instead of a 10k and 15k one (respectively) in order to conserve a little of your hand. With Techgal's Generation Break skill, you can bypass Alfred's continuous "cannot boost" skill, since Techgal boosts a unit through an effect.