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Protoss Explained
Proper Pylon Support                       

Protoss buildings and units, to a lesser extent, draw their energy from a great Psionic energy matrix that emanates from Aiur. While the Nexus provides a link to this matrix, Pylons are needed to actually tap into the energy required to provide Psionic energy (Psi) to new colonies. Each Pylon generates a short-ranged aura of Psi, which can provide the power needed by buildings and warp gates. If a Protoss building loses its connection to the Psionic Matrix, it will shut down until it is reconnected, and new units cannot be gated in if there is insufficient Psi to provide them with power. Available Psi energy is displayed in the upper right-handed corner of the Main Screen, and selecting a Pylon or attempting to warp in a new building will display a blue aura that represents the extent of the current Psionic Matrix.
When setting up a Protoss colony, one thing to keep in mind is making sure that every building is being powered by at least two or more Pylons. This will help prevent your opponent from shutting down key facilities by destroying its power source, and if only one Pylon happens to be supplying the power, it makes your opponent's job all the easier. This doesn't mean you have to build pairs of Pylons right next to each other, but try and keep your buildings in the overlapped areas of Pylon auras (the areas will be a brighter blue than the normal aura).

Warp & Run

The Protoss are a meticulous species, and their manufacturing techniques and tools have been developed over generations by Kaalai workers. Protoss structures are produced on the Protoss Homeworld of Aiur. Robotic Probes use special warp beacons to provide an anchor and entry point for a special warp gate that brings in the fully functional building from Aiur. This allows the Protoss to quickly establish a base once they have created a Psionic Matrix.
The Probe has the distinct advantage over the workers of other species in that it only needs to set the warp anchor for a building before moving on to other tasks. Setting the anchor only takes a moment and once the warp gate is opened, you can command your Probe to return to mining or on to setting another warp anchor.
This advantage gives the Protoss the ability to set up expansion colonies in a very short time period and all with a single Probe. The Terrans need to send an SCV for every structure they wish to immediately build at an expansion or if they choose to send only one, they have to wait for it to complete the construction of each building. The Zerg can only produce a Hatchery to begin with when expanding before they can even think about setting up any defensive structures (Spore or Sunken Colonies). The Warp & Run advantage also allows the Protoss to get their mining operation at full capacity in the shortest amount of time (by returning a Probe to mining as soon as it sets down a warp anchor). However, this is usually offset by the cost of Protoss building and unit production.

Plasma Shields

Defensive energy shields protect all Protoss military units, and this provides perhaps their greatest advantage in battle. During the Aeon of Strife, Protoss warriors used focused Psionic energy to surround themselves in impregnable energy shields. Over time, Conclave scholars and Templar sages learned to reproduce the energy shield using induced psi-field generators, which allowed even the smallest robotic machine to surround itself with a protective field. Protoss energy shields are effective at stopping all manner of physical and energy attacks, but they can be depleted during an attack. Given time, a shield will recharge to full strength, and Shield Batteries can be accessed to increases the rate of regeneration.
Protoss units are produced with full Plasma Shields and Protoss buildings are charged with shields during their warp-in process. When a Protoss unit or building is attacked, full damage (regardless of damage type) is applied to the shields first and with (if they haven't already been depleted) and you will always be able to tell if there are shields present in one of two ways:
The top status bar, when selecting a unit or building, will indicate the amount of shields that unit/building has left.
Unit shields, when hit, will flicker around the unit at the moment of deflection.
Once the shields are gone, any attack damage will then be applied to the building or unit's health. Shields will regenerate at a slow pace, while health cannot be regenerated (a primary Protoss weakness).
If your units need their shields regenerated immediately, use the Shield Battery. The Shield Battery can recharge a unit's shields almost instantly, however, it cannot be used to regenerate the shields of buildings. The Shield Battery is also limited by the energy reserve it has built up and will only recharge two Plasma Shield Points for one Energy Reserve Point. It can hold a maximum of 200 Energy Points, which is enough to recharge the shields of almost any unit (except the Archon and Dark Archon, if their shields are fully depleted). Note that if you command the Shield Battery to recharge, it will simultaneously recharge the shields of all nearby units until its energy reserve is gone, so if you are planning to recharge the shields of an entire force at one time, make sure you build multiple Shield Batteries.

Shields Upgrades

By far the most useful upgrade for the Protoss, the Plasma Shield upgrade will add to the shield maximum for all units and buildings. Combined with Armor upgrades, you can noticeably increase the lifespan of your units. As such, the Plasma Shield Upgrade should always be researched as early as possible.

Resource Protection

Always keep your resources and your mining Probes protected during all stages of the game. The best method of protection is probably the Photon Cannon, since they are a rooted means of defense and will not harm your Probes when fending off enemy units. They can also be produced early on and can defend against both ground and air units.