*edit: cgminer extranonce.subscribe extension is now confirmed to be working, therefore this OP was modified with links to actual binaries (universal windows for some USB miners and binaries for AntMiner S1, S3 and Spondoolies SP20):
*edit 2015-02-25: cgminer extranonce.subscribe extension is now included in AntMiner S5 and Spondoolies SP20 and SP3x firmware, so all you have to do is update your firmware and add #xnsub at the tail of stratum connection string
https://www.nicehash.com/index.jsp?p=software#cgminer
Source is available here: https://github.com/nicehash/cgminer-ckolivas, so maybe someone could make binaries for some other ASIC devices as well.
When you test it, make sure you add #xnsub at the end of the stratum connection string to enable extranonce subscription:
cgminer -o stratum+tcp://stratum.nicehash.com:3334#xnsub -u enterYourBTCaddress -p x
When your miner successfully connects, take a look at the miner stats page:
https://www.nicehash.com/index.jsp?p=miners&a=1&addr=enterYourBTCaddress
and make sure you see extranonce subscription confirmation:
Feedback appreciated. Please report if you have any success and if all is fine we will propose to push this feature in other cgminer forks and from there it will hopefully made its way into various ASICs firmwares...
Thanks!