Based on the most recent glee episode (that I didn't watch but heard about) where Sue goes off on Will and she actually names Rory. The words she used, kind of struck me a bit in describing him, and this is my thoughts into what she actually knows about Rory. So yeah.
Sue had only remembered Rory's name because no one else cared to. She was more observant than she let on. And she had hoped that Will saw that when she unleashed her fury on him. But he was thick, and he didn't get a lot of things, even if she beet it into him.
Sue was one of the few people who noticed Rory. She first noticed when Brittany said Rory would come home hurt. Though Brittany being Brittany phrased it in such a way that it had something to do with Leprechauns and magical healing powers, and that Rory had to be broken because he couldn't heal.
Sue originally was not a fan of the Irish boy, he was manipulative and tried to get Brittany into bed. But she soon realized that there was more to him that. So she remembered that first time Brittany told him Rory was bullied.
She remembered when she saw it herself, by Santana no less. It made sense, Rory had messed with Brittany. But Rory looked petrified, even if he did stand about a foot taller than the girl. Santana could be scary.
Sue remembered Rory because she remembered his face when she called him into her office. Unlike with how she treated others she took a look at Rory, and told him he shouldn't consider renewing his visa, because even with a girlfriend he seemed miserable.
In Rory's last months at the school, she saw that Rory was an idiot, and clumsy. But he was smart. He was an idiot with all things social. She felt bad for him, and then she began to look at the boy the way she looked at people she cared for.
She called Rory in again, and flat out asked if he was depressed. She became Rory's more effective Emma Pillsbury after. Rory was still terrified of her, but no one took notice of Rory so they were able to keep their friendship, if she could even call it that a secret.
She had come to find that Rory enjoyed sports, but McKinley didn't have a soccer team. She found that he stopped singing in glee club because while his voice was valued at first by Rachel, they ended up making fun of him because he sang ballads. He commented on how Sinatra did the same and no one made fun of him.
She had also come to find that Rory was in fact depressed, and he had anxiety, and suffered from insomnia. She found that if it hadn't been for Finn he wouldn't have auditioned, and each time he did sing it took a lot of energy out of him, so he finally stopped because no one cared.
She cared for the boy when no one did, and advised him to go home and let his visa expire because he would be happier. She saw how he talked of his own family, and she knew what it was like. She knew that family love was very strong, and transcended many things.
So Sue remembered Rory's name because she had an investment in the boy when no one else did, and she was going to let Will know, that while he might not remember people she did. She might seem like a selfish and heartless person, but those that really knew her, knew the opposite.